When Ross meets Bell: the linex utility function
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Publication:1949019
DOI10.1016/j.jmateco.2013.01.006zbMath1262.91061OpenAlexW4298045996MaRDI QIDQ1949019
Harris Schlesinger, Louis R. Eeckhoudt, Michel M. Denuit
Publication date: 25 April 2013
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/ISBADP2011-14_When_Ross_meets_Bell-_the_linex_utility_function.pdf
Related Items (5)
Restricted increases in risk aversion and their application ⋮ Household risk aversion and portfolio choices ⋮ Substituting one risk increase for another: a method for measuring risk aversion ⋮ Comparative ross risk aversion in the presence of mean dependent risks ⋮ Decreasing ross risk aversion: higher-order generalizations and implications
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