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On Non-Monetary Measures In The Face Of Risks And The Signs Of The Derivatives

Author

Listed:
  • Christophe Courbage

    (The Geneva Association)

  • Béatrice Rey

    (SAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

Abstract

No abstract is available for this item.

Suggested Citation

  • Christophe Courbage & Béatrice Rey, 2010. "On Non-Monetary Measures In The Face Of Risks And The Signs Of The Derivatives," Post-Print halshs-03353474, HAL.
    • Handle: RePEc:hal:journl:halshs-03353474
    DOI: 10.1111/j.1467-8586.2009.00328.x
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    Cited by:

    1. Marzia Donno & Marco Magnani & Mario Menegatti, 2020. "Changes in multiplicative risks and optimal portfolio choice: new interpretations and results," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 251-267, June.
    2. Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
    3. Tao Yuqing & Mei Jie & Cheng Wen & Zou Sijie, 2019. "Precautionary Effort Investment under Cross Risk Aversion," Journal of Systems Science and Information, De Gruyter, vol. 7(4), pages 344-358, August.

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