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Increases in risk aversion and the distribution of portfolio payoffs.
Philip H. Dybvig
Yajun Wang
Published in:
J. Econ. Theory (2012)
Keyphrases
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risk aversion
expected utility
utility function
risk averse
risk neutral
decision making
probability distribution
decision theoretic
game theory
decision theory
portfolio management
decision makers
reinforcement learning
graphical models
random variables
portfolio optimization