Substituting one risk increase for another: a method for measuring risk aversion (Q2434243): Difference between revisions

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+https://doi.org/10.1016/j.jet.2013.10.002
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+W2036676293
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+Q5618987
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+One-Switch Utility Functions and a Measure of Risk
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+Exposition of a New Theory on the Measurement of Risk
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+Mixed risk aversion
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+On the intensity of downside risk aversion
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+Stronger measures of higher-order risk attitudes
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+When Ross meets Bell: the linex utility function
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+On the utility premium of Friedman and Savage
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+Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
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+Greater downside risk aversion
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+Greater downside risk aversion in the large
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+Risk Aversion with Random Initial Wealth
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+Comparative higher-degree Ross risk aversion
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+The Ross Characterization of Risk Aversion: Strengthening and Extension
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+Increasing outer risk
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+A note on comparative downside risk aversion
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+Preservation of ''More risk averse'' under expectations
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+Risk Aversion in the Small and in the Large
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+The logic of partial-risk aversion: Paradox lost
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+Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
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