Browsing The Economic and Social Review, Vol. 38, No. 3, Winter, 2007 by Author "Conniffe, Denis"

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    • The generalised extreme value distribution as utility function 

      Conniffe, Denis (Economic & Social StudiesDublin, 2007)
      The idea that probability distribution functions could provide appropriate mathematical forms for utility functions representing risk aversion is of respectable antiquity. But the relatively few examples that have appeared ...