Characterization of symmetrical monotone risk aversion in the RDEU model.

DOI10.1016/S0165-4896(02)00005-7zbMath1046.91040MaRDI QIDQ1867827

Moez Abouda, Alain Chateauneuf

Publication date: 2 April 2003

Published in: Mathematical Social Sciences (Search for Journal in Brave)

zbMATH Keywords

hedgingrisk aversionrank-dependent expected utilitybid-ask spreadSMRAco-monotone

Mathematics Subject Classification ID

Utility theory (91B16) Statistical methods; economic indices and measures (91B82)

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Cites Work

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