On the nature of certainty equivalent functionals
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Publication:861826
DOI10.1016/j.jmateco.2006.06.006zbMath1153.91411OpenAlexW2079619290MaRDI QIDQ861826
David A. Hennessy, Harvey E. Lapan
Publication date: 2 February 2007
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://www2.econ.iastate.edu/papers/paper_12552_06011.pdf
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Related Items (2)
On the nature of certainty equivalent functionals ⋮ Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes
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