When can expected utility handle first-order risk aversion?

Georges DIONNE, Jingyuan LI

Department of Finance and Insurance

Research output: Journal Publications › Journal Article (refereed) › peer-review

9 Citations (Scopus)

9 Scopus Citations
1 Conference Paper (other)

1 results

2012

First-order (conditional) risk aversion, background risk and risk diversification
DIONNE, G. & LI, J., 2012.
Research output: Other Conference Contributions › Conference Paper (other) › Research › peer-review