Mixed risk aversion
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Publication:1361865
DOI10.1006/JETH.1996.0130zbMATH Open0877.90009OpenAlexW2050905651MaRDI QIDQ1361865FDOQ1361865
Alexey Pomansky, Jordi Caballé
Publication date: 28 July 1997
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/1b4e70e1f4ec34230fcfb8e575a10c6c43aa7f16
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Cited In (66)
- Preserving dominance relations through disaggregation: the evil and the saint
- Moment Risks: Investment for Self and for a Firm
- Preferences on discounting under time risk
- Stochastic ordering in multivariate extremes
- Precautionary risk-reduction and saving decisions: two sides of the same coin?
- Monotone transformation of utility: Some particular cases
- Complete monotonicity, background risk, and risk aversion
- An interpretation of the condition for precautionary saving: the case of greater higher-order interest rate risk
- Convex orders for linear combinations of random variables
- Multiplicative risk apportionment
- Higher-degree stochastic dominance optimality and efficiency
- Optimal initial capital induced by the optimized certainty equivalent
- Comparative higher-degree Ross risk aversion
- Ambiguity aversion, higher-order risk attitude and optimal effort
- Proper Risk Aversion
- Precautionary self-insurance-cum-protection
- THE DEMAND FOR A RISKY ASSET: SIGNING, JOINTLY AND SEPARATELY, THE EFFECTS OF THREE DISTRIBUTIONAL SHIFTS
- Nonmonotonic risk preferences over lottery comparison
- The demand for a risky asset in the presence of a background risk
- Fractional-degree expectation dependence
- Repetitive risk aversion
- Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data
- Joint stochastic orders of high degrees and their applications in portfolio selections
- ON NON-MONETARY MEASURES IN THE FACE OF RISKS AND THE SIGNS OF THE DERIVATIVES
- Moment characterization of higher-order risk preferences
- Some conditions for the equivalence between risk aversion, prudence and temperance
- Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method
- Bringing order to rankings of utility functions by strong increases in \(n\)th order aversion to risk
- Stochastic dominance and optimal portfolio
- The non-integer higher-order stochastic dominance
- Risk apportionment and multiply monotone targets
- New results on high-order risk changes
- Changes in risk and strategic interaction
- On ambiguity apportionment
- Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes
- Would a risk-averse newsvendor order less at a higher selling price?
- A \textit{meta}-measure of performance related to both investors and investments characteristics
- A class of multiattribute utility functions
- Standard stochastic dominance
- Mixed risk aversion and preference for risk disaggregation: a story of moments
- Aggregation of preferences for skewed asset returns
- Decision Making When Things Are Only a Matter of Time
- New results for additive and multiplicative risk apportionment
- GENERAL PROPERTIES OF ISOELASTIC UTILITY ECONOMIES
- The value of risk reduction: new tools for an old problem
- Substituting one risk increase for another: a method for measuring risk aversion
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- Decreasing ross risk aversion: higher-order generalizations and implications
- Restricted increases in risk aversion and their application
- Risky targets and effort
- A note on changes in additive risky benefits and risky costs
- Investment flexibility and the acceptance of risk
- A note on risky targets and effort
- Constant risk aversion
- Greater Arrow-Pratt (absolute) risk aversion of higher orders
- Portfolio selection in multidimensional general and partial moment space
- Stronger measures of higher-order risk attitudes
- On temperance and risk spreading
- New results on the relationship among risk aversion, prudence and temperance
- Benchmark values for higher order coefficients of relative risk aversion
- OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES
- Higher-order risk vulnerability
- Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
- Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
- On the relationship between comparisons of risk aversion of different orders
- Stochastic dominance and absolute risk aversion
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