A free-model characterization of the asymptotic certainty equivalent by the Arrow-Pratt index (Q2337430)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A free-model characterization of the asymptotic certainty equivalent by the Arrow-Pratt index |
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A free-model characterization of the asymptotic certainty equivalent by the Arrow-Pratt index (English)
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20 November 2019
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Arrow-Pratt risk aversion index
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asymptotic behavior
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optimal investment strategies
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utility functions
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