Monotonicity of asset price toward higher changes in risk (Q2444191)
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scientific article; zbMATH DE number 6281566
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| default for all languages | No label defined |
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| English | Monotonicity of asset price toward higher changes in risk |
scientific article; zbMATH DE number 6281566 |
Statements
Monotonicity of asset price toward higher changes in risk (English)
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8 April 2014
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monotonicity
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increase in risk
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risk aversion
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stochastic dominance
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0.7969272136688232
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0.7969268560409546
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0.7558069825172424
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0.7518463730812073
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0.7432475686073303
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