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Risk Preferences Heterogeneity: Evidence from Asset Markets

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European Finance Review, Vol. 6, Iss. 3, 2002-01 ,pp. : 277-290

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Optimal investments for risk- and ambiguity-averse preferences: a duality approach

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Background Risk, Demand for Insurance, and Choquet Expected Utility Preferences

By Jeleva M.  

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A Reexamination of the Relationship Between Preferences and Moment Orderings by Rational Risk-Averse Investors

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