Symmetrical monotone risk aversion and positive bid-ask spreads (Q2739375)
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scientific article; zbMATH DE number 1643870
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| default for all languages | No label defined |
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| English | Symmetrical monotone risk aversion and positive bid-ask spreads |
scientific article; zbMATH DE number 1643870 |
Statements
9 September 2001
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bid-ask spread
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strong risk aversion
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rank-dependent expected utility
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Symmetrical monotone risk aversion and positive bid-ask spreads (English)
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0.9775334596633912
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0.842648446559906
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0.8103291392326355
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0.7735445499420166
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0.7507554292678833
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