Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes (Q2022765)
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scientific article; zbMATH DE number 7341440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes |
scientific article; zbMATH DE number 7341440 |
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Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes (English)
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29 April 2021
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risk-aversion
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portfolio selection
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semimartingale model
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forward utility processes
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dynamic preferences
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complete financial market
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binomial model
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SAHARA utility
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0.8357052
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0.8327354
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0.82956797
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0.8245664
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0.82378566
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