Risk aversion and expected-utility theory: a calibration exercise

DOI10.1007/s11166-007-9017-6zbMath1151.91431MaRDI QIDQ2461595

Laura Schechter

Publication date: 28 November 2007

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11166-007-9017-6

zbMATH Keywords

Experiments; Risk aversion; Expected utility theory; Asset integration; Paraguay

Mathematics Subject Classification ID

91B06: Decision theory

91B16: Utility theory

91B08: Individual preferences

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Measuring the time stability of prospect theory preferences, Risk aversion and expected utility of consumption over time, The stochastic mitra-wan forestry model: risk neutral and risk averse cases, On efficiency of mean–variance based portfolio selection in defined contribution pension schemes

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