Greater Arrow-Pratt (absolute) risk aversion of higher orders
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Publication:2425147
DOI10.1016/J.JMATECO.2019.01.008zbMATH Open1417.91202OpenAlexW2914104155WikidataQ128372853 ScholiaQ128372853MaRDI QIDQ2425147FDOQ2425147
Authors: Liqun Liu, Kit Pong Wong 
Publication date: 26 June 2019
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2019.01.008
Recommendations
- Comparative higher-order risk aversion and higher-order prudence
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- Moment characterization of higher-order risk preferences
- Consistency of higher order risk preferences
- A comparative characterization of higher-order Ross more risk aversion
Inequalities; stochastic orderings (60E15) Applications of game theory (91A80) Utility theory (91B16)
Cites Work
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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 \(n\)th 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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