Measuring risk aversion

MaRDI QIDQ3425509zbMATH OpenFDO

Authors Donald J. Meyer, Jack Meyer

Publication date 23 February 2007

zbMATH Keywords

utility function

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Utility theory (91B16)

Recommendations

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(18)

• Measures of risk aversion with expected and nonexpected utility
• Measuring dynamic efficiency under risk aversion
• Measuring risk for income streams
• The Midweight Method to Measure Attitudes Toward Risk and Ambiguity
• Imputing risk tolerance from survey responses
• Measures of Perceived Risk
• Quantifying the Cost of Risk in Consumption
• Measuring Risk Aversion
• Measures of risk aversion with many commodities
• On the magnitude of relative risk aversion
• Proper Risk Aversion
• scientific article; zbMATH DE number 4118105 (Why is no real title available?)
• Comparing risk aversion in a probability triangle
• Linear programming for computing equilibria under truncation selection and designing defensive strategies against malicious opponents
• Calibrating the wealth effects of decoupled payments: does decreasing absolute risk aversion matter?
• Agricultural arbitrage and risk preferences
• Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
• An experimental test for risk aversion

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