A Two-Parameter Model of Dispersion Aversion
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More about this item
Keywordsuncertainty aversion; mean utility; dispersion of utility; weak-separability; Risk and Uncertainty; D81;
- 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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