Upper Bounds on Risk Aversion under Mean-variance Utility
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More about this item
Keywords
Risk aversion; Mean-variance utility; Risk tolerance;All these keywords.
JEL classification:
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2019-03-18 (Risk Management)
- NEP-UPT-2019-03-18 (Utility Models and Prospect Theory)
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