Risk aversion, prudence and mixed optimal saving models
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Cites work
- A comparative analysis of possibilistic variances and covariances of fuzzy numbers
- A Matrix Measure of Multivariate Local Risk Aversion
- A possibilistic approach to risk aversion
- Expected utility operators and possibilistic risk aversion
- From Blanché's hexagonal organization of concepts to formal concept analysis and possibility theory
- Fuzzy sets and systems. Theory and applications
- Fuzzy sets as a basis for a theory of possibility
- scientific article; zbMATH DE number 3342731 (Why is no real title available?)
- scientific article; zbMATH DE number 3422138 (Why is no real title available?)
- Multidimensional possibilistic risk aversion
- On multivariate prudence
- On Multivariate Risk Aversion
- On possibilistic mean value and variance of fuzzy numbers
- On the intensity of downside risk aversion
- On weighted possibilistic mean and variance of fuzzy numbers
- Optimal saving in the presence of two risks
- Possibility for decision. A possibilistic approach to real life decisions.
- Precautionary saving in the presence of other risks
- The economics of risk and time
Cited in
(6)- Optimal saving under Poisson uncertainty
- The effect of prudence on the optimal allocation in possibilistic and mixed models
- On risk aversion under fuzzy random data
- The interest rate for saving as a possibilistic risk
- Optimal attention and heterogeneous precautionary saving behavior
- On the precautionary motive for savings and prudence in the rank-dependent utility framework
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