S-shaped Utility Functions and the Puzzles of the Financial Market Joao Jose de Farias Neto

Through thorough statistical analysis and analytic calculations, this book reveals the power of S- shaped utility functions for modeling in the financial market. By considering the average of the relative risk aversion (RRA) of the consumers instead Это и многое другое вы найдете в книге S-shaped Utility Functions and the Puzzles of the Financial Market (Joao Jose de Farias Neto)