Risk aversion and risk vulnerability in the continuous and discrete case

DOI10.1007/s10203-011-0112-4zbMath1257.91021MaRDI QIDQ1938895

Gregory M. Gelles, Martin J. Bohner

Publication date: 25 February 2013

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-011-0112-4

zbMATH Keywords

utility function; risk aversion; time scale; risk vulnerability; delta derivative

Mathematics Subject Classification ID

91B16: Utility theory

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