The two-moment decision model with additive risks
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DOI: 10.1057/s41283-017-0028-6
Abstract: With multiple additive risks, the mean–variance approach and the expected utility approach of risk preferences are compatible if all attainable distributions belong to the same location–scale family. Under this proviso, we survey existing results on… read more here.
Keywords: risk; mean variance; additive risks; model ... See more keywords