The following pages link to Proper Risk Aversion (Q3753742):
Displaying 18 items.
- Nonmyopic optimal portfolios in viable markets (Q2257043) (← links)
- Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales (Q2288915) (← links)
- Convex and decreasing absolute risk aversion is proper (Q2343326) (← links)
- Optimal risk sharing with background risk (Q2370496) (← links)
- Characterizations of risk aversion in cumulative prospect theory (Q2422173) (← links)
- Utility functions of equivalent form and the effect of parameter changes on optimum decision making (Q2467513) (← links)
- The effect of the background risk in a simple chance improving decision model (Q2481254) (← links)
- The Pearson system of utility functions (Q2490169) (← links)
- Tournaments with gaps (Q2512349) (← links)
- Increasing outer risk (Q2581792) (← links)
- When Many Wrongs Make a Right (Q3415874) (← links)
- ON NON-MONETARY MEASURES IN THE FACE OF RISKS AND THE SIGNS OF THE DERIVATIVES (Q3576895) (← links)
- Decomposing the Cross Derivatives of a Multiattribute Utility Function into Risk Attitude and Value (Q4691929) (← links)
- (Q4717904) (← links)
- GENERAL PROPERTIES OF ISOELASTIC UTILITY ECONOMIES (Q5175227) (← links)
- An empirical study of the impact of skewness and kurtosis on hedging decisions (Q5745646) (← links)
- On the conditions for precautionary saving (Q5938639) (← links)
- Basic risk aversion (Q5941384) (← links)
