Bringing order to rankings of utility functions by strong increases in \(n\)th order aversion to risk
From MaRDI portal
Publication:1800966
DOI10.1016/j.jmateco.2018.07.004zbMath1416.91118OpenAlexW2883057934MaRDI QIDQ1800966
Publication date: 26 October 2018
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2018.07.004
Related Items (2)
Greater Arrow-Pratt (absolute) risk aversion of higher orders ⋮ On the relationship between comparisons of risk aversion of different orders
Cites Work
- From Schoenberg to Pick-Nevanlinna: toward a complete picture of the variogram class
- Greater downside risk aversion in the large
- Optimal prevention and prudence in a two-period model
- Mixed risk aversion
- Greater downside risk aversion
- Norms and monetary fines as deterrents, and distributive effects
- Comparative mixed risk aversion: Definition and application to self-protection and willingness to pay
- Greater parametric downside risk aversion
- Changes in Background Risk and Risk Taking Behavior
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Bringing order to rankings of utility functions by strong increases in \(n\)th order aversion to risk