Convex and decreasing absolute risk aversion is proper
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Publication:2343326
DOI10.1016/j.econlet.2014.07.007zbMath1310.91064OpenAlexW1964943703MaRDI QIDQ2343326
Publication date: 5 May 2015
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2014.07.007
Cites Work
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- Multiplicative Background Risk
- Proper Risk Aversion
- Risk Aversion with Random Initial Wealth
- Changes in Background Risk and Risk Taking Behavior
- Risk Vulnerability and the Tempering Effect of Background Risk
- Standard Risk Aversion
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