Proofs for the New Definitions in Financial Markets

Atilla Aras

No yac7z, OSF Preprints from Center for Open Science

Abstract: Constructing theorems can help to determine the shape of certain utility curves that make up the new definitions in financial markets. The aim of this study was to present proofs for these theorems. Although the terms “risk-averse,” “risk-loving,” and “risk-neutral” are equivalent to “strict concavity,” “strict convexity,” and “linearity,” respectively, in standard theory, certain new definitions satisfy strict concavity or strict convexity, or linearity.

Date: 2023-09-06
New Economics Papers: this item is included in nep-ger and nep-upt
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Persistent link: https://EconPapers.repec.org/RePEc:osf:osfxxx:yac7z

DOI: 10.31219/osf.io/yac7z

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