Supposons un consommateur ayant une richesse W qui est distribue selon une loi de densit de probabilit fw (w) Montrez qu'on peut obtenir une approximation du cot du risque, CR, en utilisant 1 CRrr (w) CVwow o rr (w) est le coefficient d'aversion relative au risque mesur w, w est la moyenne de la r...

Pour obtenir une approximation du cot du risque CR on peut utiliser lex ...

Supposons un consommateur ayant une richesse W qui est distribue selon une loi de densit de...

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Supposons un consommateur ayant une richesse W qui est distribue selon une loi de densit de...

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