Title of article :
Monotone transformation of utility: Some particular cases
Author/Authors :
Godfroid، Philippe نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Abstract :
In this paper we develop for two particular utility functions a technique that generalizes the fundamental work of Pratt on a `more risk averseʹ function to the nth order of absolute risk aversion
Keywords :
Canonical analysis , reversibility , Dynamic factors , Nonlinear , Markov process
Journal title :
Economics Letters
Journal title :
Economics Letters