A two-parameter model of dispersion aversion
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- Chambers, Robert G. & Grant, Simon & Polak, Ben & Quiggin, John, 2011. "A Two-Parameter Model of Dispersion Aversion," Risk and Sustainable Management Group Working Papers 151196, University of Queensland, School of Economics.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Robert G. Chambers & Margarita Genius & Vangelis Tzouvelekas, 2012. "A Supply-Response Model Under Invariant Risk Preferences," Working Papers 1209, University of Crete, Department of Economics.
- repec:eee:matsoc:v:87:y:2017:i:c:p:31-39 is not listed on IDEAS
- Chambers, Robert G. & Tzouvelekas, Vangelis, 2013.
"Estimating population dynamics without population data,"
Journal of Environmental Economics and Management,
Elsevier, vol. 66(3), pages 510-522.
- Robert G. Chambers & Vangelis Tzouvelekas, 2012. "Estimating Population Dynamics without Population Data," Working Papers 1210, University of Crete, Department of Economics.
More about this item
KeywordsUncertainty aversion; Mean utility; Dispersion of utility; Weak-separability; Two-fund separation; CAPM excess return formula;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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