Local risk aversion in the rank dependent expected utility model: first order versus second order effects (Q2442569)
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scientific article; zbMATH DE number 6278706
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| default for all languages | No label defined |
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| English | Local risk aversion in the rank dependent expected utility model: first order versus second order effects |
scientific article; zbMATH DE number 6278706 |
Statements
Local risk aversion in the rank dependent expected utility model: first order versus second order effects (English)
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3 April 2014
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local risk aversion
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rank dependent expected utility model
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risk premium
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0.8014177680015564
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0.8006574511528015
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0.7989630699157715
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0.7899333834648132
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0.7857201099395752
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