Rationalizing investors' choices
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Publication:492872
DOI10.1016/j.jmateco.2015.05.002zbMath1320.91132arXiv1302.4679OpenAlexW3122384088MaRDI QIDQ492872
Carole Bernard, Jit Seng Chen, Steven Vanduffel
Publication date: 21 August 2015
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.4679
expected utilityfirst-order stochastic dominanceArrow-Pratt risk aversion measuredecreasing absolute risk aversionlaw-invariant preferencesutility estimation
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