2 search results - page 1 / 1 » Relative risk aversion and wealth dynamics |
ISCI
2007
13 years 4 months ago
2007
As a follow-up to the work of [4] and [5], this paper continues to explore the relationship between wealth share dynamics and risk preferences in the context of an agent-based mul...
ORL
2010
12 years 11 months ago
2010
: We analyze the comparative static effects of beneficial changes in the dependence structure between risks. In an insurance model with an insurable loss and dependent background w...