𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Global measures of risk aversion

✍ Scribed by Peter Bardsley


Book ID
113181221
Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
789 KB
Volume
55
Category
Article
ISSN
0022-0531

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πŸ“œ SIMILAR VOLUMES


Measures of risk aversion with expected
✍ Aldo Montesano πŸ“‚ Article πŸ“… 1991 πŸ› Springer 🌐 English βš– 647 KB

In the expected utility case, the risk-aversion measure is given by the Arrow-Pratt index. Three proposals of a risk-aversion measure for the nonexpected utility case are examined. The first one sets "the second derivative of the acceptance frontier as a measure of local risk aversion." The second o

A survey measure of risk aversion
✍ Claude Montmarquette; AndrΓ© Blais πŸ“‚ Article πŸ“… 1987 πŸ› Elsevier Science 🌐 English βš– 291 KB