Arbeitspapier
Upper bounds on risk aversion under mean-variance utility
Based on a simple prior, this note derives upper bounds for the coefficient of absolute & relative risk aversion if utility can be written as depending linearly on the mean and variance of income.
- Sprache
-
Englisch
- Erschienen in
-
Series: UCD Centre for Economic Research Working Paper Series ; No. WP19/02
- Klassifikation
-
Wirtschaft
Information, Knowledge, and Uncertainty: General
- Thema
-
risk aversion
mean-variance utility
risk tolerance
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Denny, Kevin
- Ereignis
-
Veröffentlichung
- (wer)
-
University College Dublin, UCD School of Economics
- (wo)
-
Dublin
- (wann)
-
2019
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Denny, Kevin
- University College Dublin, UCD School of Economics
Entstanden
- 2019
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