Broadly decreasing risk aversion

DOI10.1287/MNSC.45.10.1432MaRDI QIDQ3116704zbMATH OpenOpenAlexFDO

Authors Gregory M. Gelles, Douglas W. Mitchell

Publication date 12 February 2012

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.45.10.1432

zbMATH Keywords

decision-making under riskchoice under uncertainty

Mathematics Subject Classification ID

Decision theory (91B06)

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• Monotone Risk Aversion
• Decreasing Risk Aversion and Mean-Variance Analysis
• Increases in prudence and increases in risk aversion
• Aversion pour le Risque Croissante avec une Richesse Initiale Aleatoire
• Ross risk vulnerability for introductions and changes in background risk
• Calibrating the wealth effects of decoupled payments: does decreasing absolute risk aversion matter?
• Monotone risk aversion
• Increasing risk, decreasing absolute risk aversion and diversification
• Risk aversion and risk vulnerability in the continuous and discrete case
• Risk-sensitive multiagent decision-theoretic planning based on MDP and one-switch utility functions
• Decreasing Relative Risk Premium

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