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Utility maximization under increasing risk aversion in one-period models |
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| Authors: | |
| Institution: | 1.ORFE,Princeton University,Princeton,USA;2.Wirtschaftsuniversit?t Wien,Institut für Kreditwirtschaft,Wien,?sterreich |
| Abstract: | |
| Keywords: | Utility maximization utility indifference price balanced strategy super-replication |
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