Mixed Models For Risk Aversion, Optimal Saving, And Prudence
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Cited by:
- Irina Georgescu & Louis Aimé Fono, 2019.
"A Portfolio Choice Problem in the Framework of Expected Utility Operators,"
Mathematics, MDPI, vol. 7(8), pages 1-16, July.
- Irina Georgescu & Louis Aim'e Fono, 2019. "A portfolio choice problem in the framework of expected utility operators," Papers 1906.11831, arXiv.org.
- Georgescu, Irina & Kinnunen, Jani, 2020.
"The interest rate for saving as a possibilistic risk,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 547(C).
- Irina Georgescu & Jani Kinnunen, 2019. "The interest rate for saving as a possibilistic risk," Papers 1908.00445, arXiv.org.
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Keywords
optimal saving; prudence; precautionary saving; mixed expected utility; mixed risk averse agent; fuzzy number; possibility theory;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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