Arrow-Pratt risk aversion, risk premium and decision weights

DOI10.1023/A:1020928022557zbMath1036.91032OpenAlexW1571507291MaRDI QIDQ1872066

Moshe Levy, Haim Levy

Publication date: 4 May 2003

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1020928022557

zbMATH Keywords

risk-aversionstochastic dominancerisk premiumdecision-weights

Mathematics Subject Classification ID

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