Utility maximization under increasing risk aversion in one-period models.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/fs/CheriditoS06
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2006
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Utility maximization under increasing risk aversion in one-period models.
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147-158
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Utility maximization; utility indifference price; balanced strategy; super-replication
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Utility maximization under increasing risk aversion in one-period models.
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