Comparative ross risk aversion in the presence of mean dependent risks
From MaRDI portal
Publication:2444695
DOI10.1016/j.jmateco.2013.08.001zbMath1296.91081OpenAlexW3122814520WikidataQ59356379 ScholiaQ59356379MaRDI QIDQ2444695
Publication date: 10 April 2014
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://depot.erudit.org/id/003588dd
\(n\)-switch independence propertycomparative cross ross risk aversiondecreasing cross ross risk aversiondependent background riskpartial risk premium
Related Items
Comparative risk aversion with two risks ⋮ Patchwork Constructions of Multiattribute Utility Functions
Cites Work
- Unnamed Item
- Unnamed Item
- Correlated risks, bivariate utility and optimal choices
- The demand for a risky asset in the presence of a background risk
- Risk taking with additive and multiplicative background risks
- Comparative higher-degree Ross risk aversion
- Precautionary saving in the presence of other risks: a comment
- Optimal saving in the presence of two risks
- Aspects of optimal insurance demand when there are uninsurable risks
- Preservation of More risk averse under expectations
- Equilibrium asset prices with undiversifiable labor income risk
- On risk aversion with two risks
- On the covariance between functions
- When Ross meets Bell: the linex utility function
- Stronger measures of higher-order risk attitudes
- Precautionary saving in the presence of other risks
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- A note on comparative downside risk aversion
- One-Switch Independence for Multiattribute Utility Functions
- Strong One-Switch Utility
- Multiplicative Background Risk
- Multiattribute Utility Satisfying a Preference for Combining Good with Bad
- Dominance Conditions for Multivariate Utility Functions
- One-Switch Utility Functions and a Measure of Risk
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- A Theory of Auctions and Competitive Bidding
- Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
- Portfolio Choices in the Presence of Other Risks
- Changes in Background Risk and Risk Taking Behavior
- Risk Aversion in the Small and in the Large
- Some Concepts of Dependence
- On bivariate risk premia
