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Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk* - MaRDI portal

Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk*

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Publication:3096847

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DOI10.1093/ROF/RFQ037zbMath1225.91028OpenAlexW2136176570MaRDI QIDQ3096847

David A. Chapman, Valery Polkovnichenko

Publication date: 15 November 2011

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfq037

Mathematics Subject Classification ID

Utility theory (91B16)

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