Risk aversion: a qualitative approach and quantitative estimates

DOI10.1023/A:1024746504702MaRDI QIDQ2487630zbMATH OpenFDO

Authors A. A. Novoselov

Publication date 8 August 2005

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1024746504702

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Utility theory (91B16)

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Cited in

(15)

• Risk as a primitive: a survey of measures of perceived risk
• Risk aversion in the Talmud
• Comparative mixed risk aversion: Definition and application to self-protection and willingness to pay
• Measuring Risk Aversion
• Measures of risk aversion with many commodities
• Risk preferences on the space of quantile functions
• Representation of preferences by generalized coherent risk measures
• Risk aversion in regulatory capital principles
• Risk Aversion in the Small and in the Large
• Risk aversion for defining elliptic acceptance sets in the model of generalized coherent risk measures
• Loss reserving using loss aversion functions
• On the definition of risk aversion
• Relative risk aversion: what do we know?
• Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
• Explaining satisficing through risk aversion

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