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Lars Thorlund-Petersen
Information about the author Lars Thorlund-Petersen will soon be added to the site.
Found
2 papers
in total
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Sensitivity analysis of risk tolerance
2010
For a risk-averse decision maker with exponential utility facing a decision between...
Comparison of probability measures: Dominance of the third degree
2000
This note provides necessary and sufficient conditions for third-degree stochastic...
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