PROPER AND STANDARD RISK AVERSION IN TWO-MOMENT DECISION MODELS

FATMA LAJERI-CHAHERLI

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PROPER AND STANDARD RISK AVERSION IN TWO-MOMENT DECISION MODELS

机译：二维决策模型中的正确和标准风险规避

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摘要

For linear distribution classes, mean-variance and expected utility specifications have been shown in the literature to be fully compatible when studying the concepts of risk aversion, prudence, risk vulnerability and temperance. This paper shows that such compatibility does hold for the concept of standard risk aversion but not for the concepts of proper risk aversion and proper prudence.

机译：对于线性分布类别，当研究风险规避，审慎，风险脆弱性和节制的概念时，均方差和预期效用指标已在文献中显示出完全兼容。本文表明，这种兼容性确实适用于标准风险规避的概念，但不适用于适当风险规避和适当审慎的概念。

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来源
《Theory and Decision》 |2004年第3期|p.213-225|共13页
作者
FATMA LAJERI-CHAHERLI;
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作者单位

10658 Pine Haven Ter, Rockville, MD 20852, U. S. A.;

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原文格式 PDF
正文语种 eng
中图分类社会科学总论;
关键词
mean-variance preferences; proper risk aversion; standard risk aversion;

机译：平均方差偏好;适当的风险规避;标准风险规避;

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PROPER AND STANDARD RISK AVERSION IN TWO-MOMENT DECISION MODELS

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