Risk aversion and risk vulnerability in the continuous and discrete case
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DOI: 10.1007/s10203-011-0112-4
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- Barilla, David & Bohner, Martin & Heidarkhani, Shapour & Moradi, Shahin, 2021. "Existence results for dynamic Sturm–Liouville boundary value problems via variational methods," Applied Mathematics and Computation, Elsevier, vol. 409(C).
- Wonki Jo Cho, 2018. "Probabilistic assignment: an extension approach," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 51(1), pages 137-162, June.
- Bulat Gafarov & Bruno Salcedo, 2015. "Ordinal dominance and risk aversion," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(2), pages 287-298, October.
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More about this item
Keywords
Utility function; Time scale; Delta derivative; Risk aversion; Risk vulnerability; C02; D81;All these keywords.
JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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