On the theory of risk aversion and the theory of risk
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Publication:1136595
DOI10.1016/0022-0531(79)90033-4zbMath0427.90010MaRDI QIDQ1136595
Publication date: 1979
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(79)90033-4
utility functions; risk aversion; stochastic dominance; risk-adjusted portfolio yields; theory of risk
91B16: Utility theory
Related Items
Instrument-dependent randomness and increases in risk, Instrument effects and stochastic dominance, Preservation of More risk averse under expectations, Risk, risk aversion and many control variables
Cites Work
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