Open AccessUTILITY INDIFFERENCE PRICING AND MEAN-VARIANCE APPROACH WHEN THE DEGREE OF RISK AVERSION IS SMALL
Author(s) -
Jiro Hodoshima
Publication year - 2022
Publication title -
far east journal of theoretical statistics
Language(s) - English
Resource type - Journals
ISSN - 0972-0863
DOI - 10.17654/0972086322016
Subject(s) - risk aversion (psychology) , degree (music) , variance (accounting) , measure (data warehouse) , econometrics , value (mathematics) , mathematics , statistics , economics , expected utility hypothesis , computer science , physics , accounting , database , acoustics