Works matching Risk aversion


Results: 5000
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    Option pricing with random risk aversion.

    Published in:
    Review of Quantitative Finance & Accounting, 2022, v. 58, n. 4, p. 1665, doi. 10.1007/s11156-021-01034-8
    By:
    • Vitiello, Luiz;
    • Poon, Ser-Huang
    Publication type:
    Article
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    Risk aversion over finite domains.

    Published in:
    Theory & Decision, 2022, v. 93, n. 2, p. 371, doi. 10.1007/s11238-021-09847-8
    By:
    • Baccelli, Jean;
    • Schollmeyer, Georg;
    • Jansen, Christoph
    Publication type:
    Article
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    Monotone risk aversion.

    Published in:
    Economic Theory, 2005, v. 25, n. 1, p. 203
    By:
    • Nielsen, Lars Tyge
    Publication type:
    Article
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