Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
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Publication:2015037
DOI10.1007/S11238-013-9374-3zbMATH Open1290.91058OpenAlexW2044867175MaRDI QIDQ2015037FDOQ2015037
Authors: Liqun Liu, Michel Denuit 
Publication date: 18 June 2014
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/DP2013_07_denuit_decreasing.pdf
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Cites Work
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- Improving your chances: a new result
Cited In (6)
- Convex and decreasing absolute risk aversion is proper
- Decreasing Risk Aversion and Mean-Variance Analysis
- Apportioning of risks via stochastic dominance
- Decreasing ross risk aversion: higher-order generalizations and implications
- On the relative efficiency of nth order and DARA stochastic dominance rules
- Stochastic dominance and absolute risk aversion
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