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Risk Aversion in Risk Measures and Risk Sharing Tiantian Mao∗ and Ruodu Wang† September 26, 2015 Abstract In this paper, we put a notion of risk aversion into the context of monetary risk measures, the standard
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Document Date: 2015-09-26 13:55:08
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Risk Aversion in Risk Measures and Risk Sharing Tiantian Mao∗ and Ruodu Wang† September 26, 2015 Abstract In this paper, we put a notion of risk aversion into the context of monetary risk measures, the standard