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Risk Assessment through Certainty Equivalent

The paper examines the link between risk aversion, utility, and Certainty Equivalent (CE) using computational simulations, identifying potential improvements.

Featured in No. 94 on 23 Apr 2025 · 4 days after release

Released
19 Apr 2025
First featured
No. 94 · 23 Apr 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
6
Identifier
SSRN 5224290

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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