Positivity of bid-ask spreads and symmetrical monotone risk aversion

DOI10.1023/A:1015560016516zbMath1032.91049OpenAlexW1496220038MaRDI QIDQ1863925

Moez Abouda, Alain Chateauneuf

Publication date: 12 March 2003

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1015560016516

zbMATH Keywords

hedgingrisk aversionbid-ask spreadSMRA

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

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