Determination and estimation of risk aversion coefficients (Q1616811)

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scientific article; zbMATH DE number 6974513
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Determination and estimation of risk aversion coefficients
scientific article; zbMATH DE number 6974513

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    Determination and estimation of risk aversion coefficients (English)
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    7 November 2018
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    risk aversion
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    exponential utility
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    quadratic utility
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    elliptically contoured distributions
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    Laplace distribution
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    parameter uncertainty
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