共 50 条
- [3] CONSTANT ABSOLUTE RISK-AVERSION PREFERENCES AND CONSTANT EQUILIBRIUM INTEREST-RATES [J]. JOURNAL OF FINANCE, 1983, 38 (01): : 205 - 212
- [5] INCOMPLETE INSURANCE AND ABSOLUTE RISK-AVERSION [J]. ECONOMICS LETTERS, 1981, 8 (02) : 107 - 112
- [6] Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient [J]. Mathematical Methods of Operations Research, 2019, 89 : 73 - 113
- [8] Portfolio optimization for wealth-dependent risk preferences [J]. Annals of Operations Research, 2010, 177 : 63 - 90
- [10] RISK-AVERSION IN MEDICAL DECISIONS - VARIANCE MATTERS [J]. MEDICAL DECISION MAKING, 1988, 8 (04) : 349 - 349