Determination and estimation of risk aversion coefficients (Q1616811)
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scientific article; zbMATH DE number 6974513
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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