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RISK SENSITIVITY, A STRANGELY PERVASIVE CONCEPT

Published online by Cambridge University Press:  14 May 2002

Peter Whittle
Peter Whittle
Affiliation:
University of Cambridge
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Abstract

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The theme of this paper is that the simple concept of risk sensitivity raises ideas, shows associations, and forces clarification of issues that one would have thought quite unrelated.

Keywords

RiskRobustnessLarge Deviation Theory

Information

Type
ARTICLE
Information
Macroeconomic Dynamics , Volume 6 , Issue 1 , February 2002 , pp. 5 - 18
Copyright
© 2002 Cambridge University Press