The Flexible Three Parameter Utility Function
Download full text from publisher
References listed on IDEAS
- Danyang Xie, 2000.
"Power Risk Aversion Utility Functions,"
Annals of Economics and Finance,
Society for AEF, vol. 1(2), pages 265-282, November.
- Danyang Xie, 1999. "Power Risk Aversion Utility Functions," CEMA Working Papers 22, China Economics and Management Academy, Central University of Finance and Economics, revised Oct 2000.
- Danyang Xie, 2002. "Power Risk Aversion Utility Functions," International Finance 0207006, University Library of Munich, Germany.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jack Meyer, 2010.
"Representing risk preferences in expected utility based decision models,"
Annals of Operations Research,
Springer, vol. 176(1), pages 179-190, April.
- Meyer, Jack, 2007. "Representing Risk Preferences in Expected Utility Based Decision Models," SCC-76 Meeting, 2007, March 15-17, Gulf Shores, Alabama 9380, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources.
- Georges Hübner & Thomas Lejeune, 2015. "Portfolio choice and investor preferences : A semi-parametric approach based on risk horizon," Working Paper Research 289, National Bank of Belgium.
- Spreeuw, Jaap, 2014. "Archimedean copulas derived from utility functions," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 235-242.
More about this item
KeywordsRisk aversion properties; FTP utility functions;
- B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cuf:journl:y:2007:v:8:i:1:p:57-63. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Qiang Gao). General contact details of provider: http://edirc.repec.org/data/emcufcn.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.