Proper and standard risk aversion in two-moment decision models (Q813101)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Proper and standard risk aversion in two-moment decision models |
scientific article; zbMATH DE number 5002544
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Proper and standard risk aversion in two-moment decision models |
scientific article; zbMATH DE number 5002544 |
Statements
Proper and standard risk aversion in two-moment decision models (English)
0 references
30 January 2006
0 references
mean-variance preferences
0 references
proper risk aversion
0 references
standard risk aversion
0 references
0.8535151481628418
0 references
0.8432212471961975
0 references
0.8406173586845398
0 references
0.8160374164581299
0 references
0.8105934262275696
0 references