A note on the comparative statics approach to nth-degree risk aversion
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Publication:1782402
DOI10.1016/J.ECONLET.2017.07.023zbMATH Open1396.91091OpenAlexW2740806676MaRDI QIDQ1782402FDOQ1782402
Authors: Liqun Liu, Jian-Li Wang 
Publication date: 20 September 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2017.07.023
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Cites Work
- Exploring higher order risk effects
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- Consistency of higher order risk preferences
- Risk Aversion in the Small and in the Large
- Stronger measures of higher-order risk attitudes
- 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
- A note on comparative downside risk aversion
- Comparative higher-degree Ross risk aversion
- On the intensity of downside risk aversion
- Higher order risk attitudes, demographics, and financial decisions
- Testing for prudence and skewness seeking
Cited In (5)
- Comparative statics in an ordinal theory of choice under risk
- Intertemporal investment decisions on precautionary effort based on characterization of restricted Ross more risk aversion
- How do changes in risk and risk aversion affect self-protection with Selden/Kreps-Porteus preferences?
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- Portfolio choice in the model of expected utility with a safety-first component
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