Characterization of symmetrical monotone risk aversion in the RDEU model.
type: Item
instance of: scholarly article
title: Characterization of symmetrical monotone risk aversion in the RDEU model.
zbMATH Open document ID: 1046.91040
DOI: 10.1016/S0165-4896(02)00005-7
author: Moez Abouda
author: Alain Chateauneuf
published in: Mathematical Social Sciences
publication date: 2003-04-02T00:00:00Z
review text: The symmetrical monotone risk aversion is studied with and without assuming the rank-dependent expected utility model. The paper is a continuation of \textit{M. Abouda} and \textit{A. Chateauneuf} [Theory Decis. 52, 149--170 (2002; Zbl 1032.91049)].
reviewed by: B. Roos
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1891796
zbMATH Keywords: bid-ask spread
zbMATH Keywords: co-monotone
zbMATH Keywords: risk aversion
zbMATH Keywords: hedging
zbMATH Keywords: SMRA
zbMATH Keywords: rank-dependent expected utility
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1891796