Estimating Risk Aversion from Arrow-Debreu Portfolio Choice (Q3786240)
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scientific article; zbMATH DE number 4049340
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| English | Estimating Risk Aversion from Arrow-Debreu Portfolio Choice |
scientific article; zbMATH DE number 4049340 |
Statements
Estimating Risk Aversion from Arrow-Debreu Portfolio Choice (English)
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1988
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necessary and sufficient conditions
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Arrow-Debreu choices of contingent consumption
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expected utility
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absolute risk aversion
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portfolio choice
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0.8110014200210571
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0.7860735654830933
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0.7860735654830933
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0.7859467267990112
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0.7777695059776306
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