On Bivariate Risk Premia
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Dionne, Georges & Li, Jingyuan, 2014.
"Comparative Ross risk aversion in the presence of mean dependent risks,"
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- Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks," Cahiers de recherche 1211, CIRPEE.
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"Pigouvian tax, abatement policies and uncertainty on the environment,"
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Springer, vol. 103(3), pages 221-251, July.
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- Elisa Pagani, 2015. "Certainty Equivalent: Many Meanings of a Mean," Working Papers 24/2015, University of Verona, Department of Economics.
- Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks," Cahiers de recherche 1226, CIRPEE.
More about this item
KeywordsMultivariate risk aversion; Bivariate risk premium; Partial bivariate risk premium; Correlated risks; Cross derivatives;
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