Decreasing downside risk aversion and background risk
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Publication:406257
DOI10.1016/J.JMATECO.2014.05.009zbMATH Open1305.91164MaRDI QIDQ406257FDOQ406257
Authors: David Crainich, Olivier Le Courtois, Louis Eeckhoudt 
Publication date: 8 September 2014
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://www.ieseg.fr/wp-content/uploads/2013-ECO-21_crainich.pdf
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Cites Work
- The economics of risk and time
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- Changes in Background Risk and Risk Taking Behavior
- Risk Vulnerability and the Tempering Effect of Background Risk
- Risk Aversion in the Small and in the Large
- Stronger measures of higher-order risk attitudes
- Proper Risk Aversion
- Standard Risk Aversion
- Multiplicative risk apportionment
- Substituting one risk increase for another: a method for measuring risk aversion
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- A note on comparative downside risk aversion
- Comparative higher-degree Ross risk aversion
- On the intensity of downside risk aversion
Cited In (6)
- Health and portfolio choices: a diffidence approach
- Decreasing Risk Aversion and Mean-Variance Analysis
- Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method
- Self-insurance and saving under a two-argument utility framework
- Downside risk aversion vs decreasing absolute risk aversion: an intuitive exposition
- On cross-risk vulnerability
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