Substituting one risk increase for another: a method for measuring risk aversion
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Publication:2434243
DOI10.1016/J.JET.2013.10.002zbMATH Open1284.91120OpenAlexW2036676293MaRDI QIDQ2434243FDOQ2434243
Authors: Liqun Liu, Jack Meyer 
Publication date: 5 February 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2013.10.002
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Cites Work
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- Mixed risk aversion
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- When Ross meets Bell: the linex utility function
- The Ross Characterization of Risk Aversion: Strengthening and Extension
- On the utility premium of Friedman and Savage
- Greater downside risk aversion in the large
Cited In (24)
- Decreasing downside risk aversion and background risk
- Almost stochastic dominance for most risk-averse decision makers
- The monetary utility premium and interpersonal comparisons
- Health and portfolio choices: a diffidence approach
- Risk attitudes and the value of risk transformations
- Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method
- Correlation aversion and bivariate stochastic dominance with respect to reference functions
- A note on the comparative statics approach to \(n\)th-degree risk aversion
- How do changes in risk and risk aversion affect self-protection with Selden/Kreps-Porteus preferences?
- Willingness to pay for stochastic improvements of future risk under different risk aversion
- The probability premium: a graphical representation
- Portfolio choice in the model of expected utility with a safety-first component
- Decreasing ross risk aversion: higher-order generalizations and implications
- Restricted increases in risk aversion and their application
- Comparing utility derivative premia under additive and multiplicative risks
- Intensity of preferences for bivariate risk apportionment
- Greater Arrow-Pratt (absolute) risk aversion of higher orders
- Precautionary saving in the large: \(n\)th degree deteriorations in future income
- A separation theorem for the weak \(s\)-convex orders
- Greater parametric downside risk aversion
- Comparative risk aversion with two risks
- Comparative higher-order risk aversion and higher-order prudence
- Higher-order risk vulnerability
- The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence
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