Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
From MaRDI portal
Publication:2015037
DOI10.1007/s11238-013-9374-3zbMath1290.91058OpenAlexW2044867175MaRDI QIDQ2015037
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
Cites Work
- Unnamed Item
- Mixed risk aversion and preference for risk disaggregation: a story of moments
- Apportioning of risks via stochastic dominance
- On the utility premium of Friedman and Savage
- Mixed risk aversion
- Moment characterization of higher-order risk preferences
- Stronger measures of higher-order risk attitudes
- Improving your chances: a new result
- Increasing outer risk
- Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes
- A Class of Utility Functions Containing all the Common Utility Functions
- Risk Aversion in the Small and in the Large
- On \(s\)-convexity and risk aversion
This page was built for publication: Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance