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
- scientific article; zbMATH DE number 3694872 (Why is no real title available?)
- scientific article; zbMATH DE number 3320765 (Why is no real title available?)
- scientific article; zbMATH DE number 3080068 (Why is no real title available?)
- scientific article; zbMATH DE number 3084669 (Why is no real title available?)
- A Matrix Measure of Multivariate Local Risk Aversion
- Additive Utility Functions and Linear Engel Curves
- An OCE Analysis of the Effect of Uncertainty on Saving Under Risk Preference Independence
- Constant, Increasing and Decreasing Risk Aversion with Many Commodities
- Dominance Axioms and Multivariate Nonexpected Utility Preferences
- Least concave utility functions
- Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom
- Microeconomic theory
- Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
- On Multivariate Risk Aversion
- Payoff kinks in preferences over lotteries
- Prospect theory. For risk and ambiguity.
- Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors
- Sulle stratificazioni convesse
- Time preferences, conditional risk preference, and two-period cardinal utility
- Values of Markets with a Continuum of Traders
- Violation of the law of demand
- Über konvexe Funktionen mit vorgeschriebenen Niveaumannigfaltigkeiten
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)
