A two-parameter model of dispersion aversion (Q2439914)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A two-parameter model of dispersion aversion
scientific article

    Statements

    A two-parameter model of dispersion aversion (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    26 March 2014
    0 references
    0 references
    uncertainty aversion
    0 references
    mean utility
    0 references
    dispersion of utility
    0 references
    weak-separability
    0 references
    two-fund separation
    0 references
    CAPM excess return formula
    0 references
    0 references