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Incremental risk aversion and diversification preference

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Publication:1815201
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DOI10.1006/JETH.1996.0081zbMath0859.90054OpenAlexW2029203282MaRDI QIDQ1815201

Leonard F. Herk, Chew Soo Hong

Publication date: 7 November 1996

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jeth.1996.0081


zbMATH Keywords

mean-independent incremental risks


Mathematics Subject Classification ID


Related Items (2)

On the nature of certainty equivalent functionals ⋮ Utility functions of equivalent form and the effect of parameter changes on optimum decision making







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