ce_epnegative: Certainty Equivalent Computation using Power Utility Function
Description
Certainty Equivalent Computation using Power Utility Function
Usage
ce_epnegative(data, rac_ini, rac_fin, weight = 0)
Arguments
data
data.frame with profit values
rac_ini
Initial value for the RAC sequence
rac_fin
Final value for the RAC sequence
Value
Generate three objects: A table with the CEs, a vector
of risk aversion coefficients RAC, and a plot to compare the CEs.