Jarrow, Robert; Li, Siguang Concavity, stochastic utility, and risk aversion. (English) Zbl 1461.91274 Finance Stoch. 25, No. 2, 311-330 (2021). MSC: 91G10 91B16 91B08 PDFBibTeX XMLCite \textit{R. Jarrow} and \textit{S. Li}, Finance Stoch. 25, No. 2, 311--330 (2021; Zbl 1461.91274) Full Text: DOI
Mao, Tiantian; Cai, Jun Risk measures based on behavioural economics theory. (English) Zbl 1397.91606 Finance Stoch. 22, No. 2, 367-393 (2018). Reviewer: Pavel Stoynov (Sofia) MSC: 91G70 91B16 91B30 PDFBibTeX XMLCite \textit{T. Mao} and \textit{J. Cai}, Finance Stoch. 22, No. 2, 367--393 (2018; Zbl 1397.91606) Full Text: DOI