Determination and estimation of risk aversion coefficients

Taras Bodnar, Yarema Okhrin, Valdemar Vitlinskyy, Taras Zabolotskyy. Determination and estimation of risk aversion coefficients. Comput. Manag. Science, 15(2):297-317, 2018. [doi]

@article{BodnarOVZ18,
  title = {Determination and estimation of risk aversion coefficients},
  author = {Taras Bodnar and Yarema Okhrin and Valdemar Vitlinskyy and Taras Zabolotskyy},
  year = {2018},
  doi = {10.1007/s10287-018-0317-x},
  url = {https://doi.org/10.1007/s10287-018-0317-x},
  researchr = {https://researchr.org/publication/BodnarOVZ18},
  cites = {0},
  citedby = {0},
  journal = {Comput. Manag. Science},
  volume = {15},
  number = {2},
  pages = {297-317},
}