Diversification and risk attitudes toward two risks

DOI10.1016/j.jmateco.2022.102736zbMath1501.91065OpenAlexW4281911532MaRDI QIDQ2092776

Kit Pong Wong

Publication date: 3 November 2022

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2022.102736

zbMATH Keywords

expectation dependencecorrelation aversioncomparative risk aversioncorrelation lovingrisk attitudes toward two risks

Mathematics Subject Classification ID

Utility theory (91B16) Risk models (general) (91B05)

Cites Work

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