Modeling non-monotone risk aversion using SAHARA utility functions (Q643277)
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scientific article; zbMATH DE number 5965270
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| English | Modeling non-monotone risk aversion using SAHARA utility functions |
scientific article; zbMATH DE number 5965270 |
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Modeling non-monotone risk aversion using SAHARA utility functions (English)
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28 October 2011
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SAHARA utility
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optimal investment problem
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dual approach
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utility indifference pricing
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0.95224774
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0.8872469
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0.8655543
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0.86232436
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0.86044705
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0.86043245
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0.8599885
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0.8564585
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0.8557301
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