Preferences over risk changes in variance

DOI10.1007/S10203-024-00474-WMaRDI QIDQ6938539zbMATH OpenFDO

Authors Marzia De Donno, Mario Menegatti

Publication date 25 August 2025

Published in Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10203-024-00474-W

zbMATH Keywords

\(n\)th degree increase in riskasymptotic relative \(n\)th degree risk aversionprecautionary savingrisk change in variance

Mathematics Subject Classification ID

Individual preferences (91B08) Utility theory (91B16)

Cites work

• A note on portfolio selection and stochastic dominance
• Changes in multiplicative risks and optimal portfolio choice: new interpretations and results
• New results on high-order risk changes
• New results on the relationship among risk aversion, prudence and temperance
• On relative and partial risk attitudes: theory and implications
• On the conditions for precautionary saving
• On the relationship between comparisons of risk aversion of different orders
• Some conditions for the equivalence between risk aversion, prudence and temperance
• Variance stochastic orders

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