Comparative statics under <i>κ</i>‐ambiguity for log‐Brownian asset prices (Q4584824)
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scientific article; zbMATH DE number 6931545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparative statics under <i>κ</i>‐ambiguity for log‐Brownian asset prices |
scientific article; zbMATH DE number 6931545 |
Statements
Comparative statics under <i>κ</i>‐ambiguity for log‐Brownian asset prices (English)
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4 September 2018
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comparative statics
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risk aversion
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\(\kappa\)-ambiguity
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