Risk neutrality regions
From MaRDI portal
Publication:899506
DOI10.1016/J.JMATECO.2015.10.010zbMATH Open1368.91094OpenAlexW3121356399MaRDI QIDQ899506FDOQ899506
Xiao Wei, Minwook Kang, Yakar Kannai, Larry Selden
Publication date: 28 December 2015
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2015.10.010
Recommendations
- Estimation of risk-neutral density surfaces
- Fixing risk neutral risk measures
- Robustness regions for measures of risk aggregation
- Risk-neutral economy and zero price of risk
- Stable allocations of risk
- scientific article; zbMATH DE number 5114923
- Regional stability and stability radius
- Discounting axioms imply risk neutrality
- Risk allocation and financial intermediation
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Prospect Theory
- Title not available (Why is that?)
- Title not available (Why is that?)
- Least concave utility functions
- Sulle stratificazioni convesse
- Constant, Increasing and Decreasing Risk Aversion with Many Commodities
- Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
- A Matrix Measure of Multivariate Local Risk Aversion
- Values of Markets with a Continuum of Traders
- Additive Utility Functions and Linear Engel Curves
- Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors
- Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom
- On Multivariate Risk Aversion
- An OCE Analysis of the Effect of Uncertainty on Saving Under Risk Preference Independence
- Payoff kinks in preferences over lotteries
- Über konvexe Funktionen mit vorgeschriebenen Niveaumannigfaltigkeiten
- Time preferences, conditional risk preference, and two-period cardinal utility
- Violation of the law of demand
- Dominance Axioms and Multivariate Nonexpected Utility Preferences
This page was built for publication: Risk neutrality regions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q899506)
