Greater Arrow-Pratt (absolute) risk aversion of higher orders
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Publication:2425147
Recommendations
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- Moment characterization of higher-order risk preferences
- Consistency of higher order risk preferences
- A comparative characterization of higher-order Ross more risk aversion
Cites work
- scientific article; zbMATH DE number 3342731 (Why is no real title available?)
- A Class of Utility Functions Containing all the Common Utility Functions
- A note on comparative downside risk aversion
- Apportioning of risks via stochastic dominance
- Benchmark values for higher order coefficients of relative risk aversion
- Bringing order to rankings of utility functions by strong increases in nth order aversion to risk
- Changes in Background Risk and Risk Taking Behavior
- Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
- Comparative higher-degree Ross risk aversion
- Comparative higher-order risk aversion and higher-order prudence
- Consistency of higher order risk preferences
- Exploring higher order risk effects
- Exposition of a New Theory on the Measurement of Risk
- Greater downside risk aversion in the large
- Higher order risk attitudes, demographics, and financial decisions
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- Increasing outer risk
- Mixed risk aversion
- New formulae for higher order derivatives and applications
- New results on high-order risk changes
- On relative and partial risk attitudes: theory and implications
- On the intensity of downside risk aversion
- Optimal prevention and prudence in a two-period model
- Precautionary saving in the large: \(n\)th degree deteriorations in future income
- Risk Aversion in the Small and in the Large
- Risk Vulnerability and the Tempering Effect of Background Risk
- Risk attitudes and the value of risk transformations
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- Standard Risk Aversion
- Stronger measures of higher-order risk attitudes
- Substituting one risk increase for another: a method for measuring risk aversion
- Testing for prudence and skewness seeking
- The Curious History of Faa di Bruno's Formula
- The impact of prudence on optimal prevention
Cited in
(16)- A note on fourth-order risk aversion
- Moment characterization of higher-order risk preferences
- Exploring the consistency of higher order risk preferences
- Some conditions for the equivalence between risk aversion, prudence and temperance
- Bringing order to rankings of utility functions by strong increases in nth order aversion to risk
- First order versus second order risk aversion
- New results on high-order risk changes
- Mixed risk aversion and preference for risk disaggregation: a story of moments
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- Full downside risk aversion
- Reversibly greater downside risk aversion by a prudence-based measure
- Diversification and risk attitudes toward two risks
- Comparative risk aversion with two risks
- Comparative higher-order risk aversion and higher-order prudence
- Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
- On the relationship between comparisons of risk aversion of different orders
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