Aversion pour le Risque Croissante avec une Richesse Initiale Aleatoire

DOI10.2307/1911248zbMath0566.90009OpenAlexW1985291115MaRDI QIDQ3682192

Jean Lefoll, Phillippe Capéraà

Publication date: 1985

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911248

zbMATH Keywords

risk premiuminitial wealthabsolute risk aversion

Mathematics Subject Classification ID

Utility theory (91B16)

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