Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes

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Publication:2022765

DOI10.1007/s00780-020-00444-1zbMath1461.91307OpenAlexW3123275150MaRDI QIDQ2022765

Yanyan Li

Publication date: 29 April 2021

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-020-00444-1




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