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Who is More Averse to Random Processes? · Study

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PreprintWho is More Averse to Random Processes?

Sudhir A. Shah2016

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Preprintgreen2016

Who is More Averse to Random Processes?

2 citations·0/0 files stored·SSRN Electronic Journal

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Decision-Making and Behavioral Economics Stochastic processes and financial applications Risk and Portfolio Optimization

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References

1964Risk Aversion in the Small and in the Large 1972Essays in the Theory of Risk-Bearing.1988Brownian Motion and Stochastic Calculus 1974Risk aversion with many commodities 1977A Matrix Measure of Multivariate Local Risk Aversion 1981Constant, Increasing and Decreasing Risk Aversion with Many Commodities 1979On Multivariate Risk Aversion 1989Generalized Expected Utility Analysis of Multivariate Risk Aversion

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2018Generalized Arrow-Pratt Theory 2018Generalized Arrow-Pratt Theory

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2008Comparative Risk Aversion with Vector Outcomespreprint · 10 shared references 1987Multivariate risk premiumsarticle · 7 shared references 2008Dual Representations of Cardinal Preferencespreprint · 7 shared references 2010Lattices, Lotteries and Choicepreprint · 7 shared references 2018Generalized Arrow-Pratt Theorypreprint · 7 shared references 2018Generalized Arrow-Pratt Theorypreprint · 7 shared references

Details

Year2016

Typepreprint

Published2016-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations2

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.2139/ssrn.2729171

openalex_workW2270166032

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