From sure to strong diversification
AbstractThis paper presents a characterization of weak risk aversion in terms of preference for sure diversification. Similarly, we show that strong risk aversion can be characterized by weakening preference for diversification, as introduced by Dekel , in what we name preference for strong diversification.
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Bibliographic InfoPaper provided by HAL in its series Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) with number halshs-00194670.
Date of creation: Apr 2005
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Weak risk aversion; strong risk aversion; diversification.;
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