Comparative higher-order risk aversion and higher-order prudence
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Publication:1787682
DOI10.1016/J.ECONLET.2018.05.005zbMATH Open1397.91214OpenAlexW2804459117WikidataQ129813818 ScholiaQ129813818MaRDI QIDQ1787682FDOQ1787682
Authors: Kit Pong Wong 
Publication date: 5 October 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2018.05.005
Recommendations
- Greater Arrow-Pratt (absolute) risk aversion of higher orders
- The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence
- A comparative characterization of higher-order Ross more risk aversion
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- Comparative higher-degree Ross risk aversion
Cites Work
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- Risk Aversion in the Small and in the Large
- Standard Risk Aversion
- 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
- On the intensity of downside risk aversion
- On the utility premium of Friedman and Savage
- The monetary utility premium and interpersonal comparisons
- The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence
- Precautionary self-insurance-cum-protection
- A note on risky targets and effort
Cited In (15)
- Comparative risk aversion
- An interpretation of the condition for precautionary saving: the case of greater higher-order interest rate risk
- The monetary utility premium and interpersonal comparisons
- Bringing order to rankings of utility functions by strong increases in \(n\)th order aversion to risk
- New results on high-order risk changes
- Comparative mixed risk aversion: Definition and application to self-protection and willingness to pay
- Consistency of higher order risk preferences
- A note on the comparative statics approach to \(n\)th-degree risk aversion
- Decreasing ross risk aversion: higher-order generalizations and implications
- Comparing utility derivative premia under additive and multiplicative risks
- Greater Arrow-Pratt (absolute) risk aversion of higher orders
- Stronger measures of higher-order risk attitudes
- Diversification and risk attitudes toward two risks
- A comparative characterization of higher-order Ross more risk aversion
- The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence
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