Interpretation of the Risk Tolerance Coefficient in Terms of Maximum Acceptable Loss
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DOI: 10.1287/deca.1080.0105
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References listed on IDEAS
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- Lippman, Steven A. & McCardle, Kevin F. & Tang, Christopher S., 2013. "Using Nash bargaining to design project management contracts under cost uncertainty," International Journal of Production Economics, Elsevier, vol. 145(1), pages 199-207.
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Keywords
risk tolerance; exponential utility; constant risk aversion; probable loss; downside risk; value-at-risk;All these keywords.
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