✦ LIBER ✦

Monotone risk aversion

✍ Scribed by Lars Tyge Nielsen

Publisher: Springer
Year: 2005
Tongue: English
Weight: 110 KB
Volume: 25
Category: Article
ISSN: 0938-2259
DOI: 10.1007/s00199-004-0471-y

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Repetitive risk aversion

✍ Parkash Chander 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 167 KB

Risk aversion, disappointment aversion,

Risk aversion, disappointment aversion, and futures hedging

✍ Donald Lien; Yaqin Wang 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 133 KB

## Abstract This article examines the effect of disappointment aversion on futures hedging. We incorporated a constant‐absolute‐risk‐aversion (CARA) utility function into the disappointment‐aversion framework of Gul (1991). It is shown that a more disappointment‐averse hedger will choose an optimal

Intertemporal substitution, risk aversio

Intertemporal substitution, risk aversion and ambiguity aversion

✍ Takashi Hayashi 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 228 KB

Multidimensional possibilistic risk aver

Multidimensional possibilistic risk aversion

✍ Irina Georgescu; Jani Kinnunen 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 245 KB

Supermodularity and risk aversion

✍ John Quiggin; Robert G. Chambers 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 167 KB

On bivariate risk aversion

✍ Christophe Courbage 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 101 KB