Comparative ross risk aversion in the presence of mean dependent risks
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Publication:2444695
DOI10.1016/j.jmateco.2013.08.001zbMath1296.91081OpenAlexW3122814520WikidataQ59356379 ScholiaQ59356379MaRDI QIDQ2444695
Publication date: 10 April 2014
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://depot.erudit.org/id/003588dd
\(n\)-switch independence propertycomparative cross ross risk aversiondecreasing cross ross risk aversiondependent background riskpartial risk premium
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