A two-parameter model of dispersion aversion (Q2439914)
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scientific article; zbMATH DE number 6274117
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| English | A two-parameter model of dispersion aversion |
scientific article; zbMATH DE number 6274117 |
Statements
A two-parameter model of dispersion aversion (English)
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26 March 2014
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uncertainty aversion
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mean utility
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dispersion of utility
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weak-separability
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two-fund separation
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CAPM excess return formula
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0.855442464351654
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0.8079941868782043
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0.800419807434082
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0.7885454297065735
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0.7885034084320068
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