Multiplicative background risk

Management Science

Volumn 52, Issue 1, 2006, Pages 146-153

  Franke, Günter ^a   Schlesinger, Harris ^b   Stapleton, Richard C ^c  

^a UNIVERSITY OF KONSTANZ   (Germany)

^b UNIVERSITY OF ALABAMA   (United States)

^c UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Affiliated utility function; Background risk; Diffidence theorem; Multiplicative risk vulnerability; Multiplicative risks; Risk vulnerability

Indexed keywords

AFFILIATED UTILITY FUNCTION; BACKGROUND RISK; DIFFIDENCE THEOREM; MULTIPLICATIVE RISK VULNERABILITY; MULTIPLICATIVE RISKS; RISK VULNERABILITY;

ECONOMICS; MARKETING; STATISTICAL METHODS;

RISK ASSESSMENT;

EID: 33644553452     PISSN: 00251909     EISSN: 15265501     Source Type: Journal    
DOI: 10.1287/mnsc.1050.0450     Document Type: Article

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