Pages that link to "Item:Q3775280"
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The following pages link to The Ross Characterization of Risk Aversion: Strengthening and Extension (Q3775280):
Displayed 17 items.
- The logic of partial-risk aversion: Paradox lost (Q808981) (← links)
- Differentiability, comparative statics, and non-expected utility preference (Q1190245) (← links)
- Univariate and multivariate measures of risk aversion and risk premiums (Q1313163) (← links)
- Portfolio characterization of risk aversion (Q1331540) (← links)
- Health and portfolio choices: a diffidence approach (Q1751808) (← links)
- Comparative statics and non-expected utility preferences (Q1825102) (← links)
- A strong (Ross) characterization of multivariate risk aversion (Q1891346) (← links)
- Two errors in the `Allais impossibility theorem' (Q1906050) (← links)
- Risk aversion and risk vulnerability in the continuous and discrete case (Q1938895) (← links)
- Financial risk taking in the presence of correlated non-financial background risk (Q2178597) (← links)
- Demand for risky financial assets: A portfolio analysis (Q2276854) (← links)
- Comparative statics in an ordinal theory of choice under risk (Q2334842) (← links)
- The monetary utility premium and interpersonal comparisons (Q2345156) (← links)
- Restricted increases in risk aversion and their application (Q2363427) (← links)
- Substituting one risk increase for another: a method for measuring risk aversion (Q2434243) (← links)
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach (Q2455684) (← links)
- Dual Moments and Risk Attitudes (Q5095143) (← links)