Monotone risk aversion

DOI10.1007/S00199-004-0471-YMaRDI QIDQ1780166zbMATH OpenOpenAlexFDO

Authors Lars Tyge Nielsen

Publication date 7 June 2005

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00199-004-0471-y

zbMATH Keywords

Absolute risk aversionCumulative absolute risk aversionCumulative relative risk aversionDecreasing risk aversionIncreasing risk aversionRelative risk aversion

Mathematics Subject Classification ID

Recommendations

• Monotone Risk Aversion
• On the definition of risk aversion
• Risk aversion for nonsmooth utility functions
• Monotone transformation of utility: Some particular cases
• Broadly decreasing risk aversion

Cited in

(15)

• Constant risk aversion
• Increasing risk, decreasing absolute risk aversion and diversification
• On Aumann and Serrano's economic index of risk
• Broadly decreasing risk aversion
• Decreasing Relative Risk Premium
• Aversion pour le Risque Croissante avec une Richesse Initiale Aleatoire
• Characterization of left-monotone risk aversion in the RDEU model
• scientific article; zbMATH DE number 709676 (Why is no real title available?)
• Monotone Risk Aversion
• Risk aversion for nonsmooth utility functions
• Monotone transformation of utility: Some particular cases
• Differentiability of von Neumann-Morgenstern utility functions
• On the definition of risk aversion
• Repetitive risk aversion
• Risk attitudes for nonlinear measurable utility

This page was built for publication: Monotone risk aversion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1780166)