A General Index of Absolute Risk Attitude MM Denuit, L Eeckhoudt - MANAGEMENT SC

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【全文链接或数据库名称(选填)】A General Index of Absolute Risk AttitudeMM Denuit, L Eeckhoudt - MANAGEMENT SCIENCE, 2010 - JSTOR
Many results involving expected utility theory call upon the notions of absolute risk aversion,
prudence, and/or temperance. This paper exploits a representation of the Friedman-Savage
utility premium (Fried man, M., LJ Savage. 1948. The utility analysis of choices involving ...
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