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"Modeling non-monotone risk aversion using SAHARA utility functions."

An Chen, Antoon Pelsser, Michel Vellekoop (2011)

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DOI: 10.1016/J.JET.2011.06.011

access: closed

type: Journal Article

metadata version: 2022-07-01

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An Chen, Antoon Pelsser, Michel Vellekoop:
Modeling non-monotone risk aversion using SAHARA utility functions. J. Econ. Theory 146(5): 2075-2092 (2011)

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