Risk-adjusted martingales and the design of “indifference” gambles
Ali Abbas ()
Theory and Decision, 2011, vol. 71, issue 4, pages 643-668
Keywords: Martingales; Risk aversion; Invariance; Expected utility (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:kap:theord:v:71:y:2011:i:4:p:643-668
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