Linear-risk-tolerant, invariant risk preferences

DOI10.1016/J.ECONLET.2004.08.003zbMATH Open1254.91117OpenAlexW1993233875MaRDI QIDQ1927751FDOQ1927751

Robert G. Chambers, J. Quiggin

Publication date: 2 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://ageconsearch.umn.edu/record/151162/files/WPR04_3.pdf

zbMATH Keywords

uncertaintypreferencesasset demand

Mathematics Subject Classification ID

Individual preferences (91B08)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Benefit functions and duality
• Benefit and distance functions
• A Theoretical Treatment of Indices of Absolute Inequality
• Constant risk aversion
• Risk premiums and benefit measures for generalized-expected-utility theories
• Invariant risk attitudes

Cited In (2)

• Invariant risk attitudes
• Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance

This page was built for publication: Linear-risk-tolerant, invariant risk preferences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1927751)