Comparative ross risk aversion in the presence of mean dependent risks (Q2444695): Difference between revisions

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+One-Switch Independence for Multiattribute Utility Functions
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+One-Switch Utility Functions and a Measure of Risk
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+Strong One-Switch Utility
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+Portfolio Choices in the Presence of Other Risks
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+On bivariate risk premia
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+Precautionary saving in the presence of other risks
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+On the covariance between functions
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+Stronger measures of higher-order risk attitudes
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+Correlated risks, bivariate utility and optimal choices
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+When Ross meets Bell: the linex utility function
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+Changes in Background Risk and Risk Taking Behavior
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+On risk aversion with two risks
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+Multiplicative Background Risk
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+Risk taking with additive and multiplicative background risks
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+Q2736598
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+Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
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+Aspects of optimal insurance demand when there are uninsurable risks
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+Some Concepts of Dependence
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+Comparative higher-degree Ross risk aversion
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+The demand for a risky asset in the presence of a background risk
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+Precautionary saving in the presence of other risks: a comment
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+Optimal saving in the presence of two risks
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+A Theory of Auctions and Competitive Bidding
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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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+Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
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+Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
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+Dominance Conditions for Multivariate Utility Functions
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+Multiattribute Utility Satisfying a Preference for Combining Good with Bad
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+Equilibrium asset prices with undiversifiable labor income risk
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