Time varying risk aversion and its connectedness: evidence from cryptocurrencies.

Shaen Corbet Yang Hou Yang Hu Les Oxley

Published in: Ann. Oper. Res. (2024)

Keyphrases

risk aversion
utility function
risk averse
expected utility
risk neutral
decision makers
exchange rate
belief functions
decision problems
artificial intelligence
cooperative
evolutionary algorithm
non stationary
stochastic programming