On relative and partial risk attitudes: theory and implications

DOI10.1007/s00199-010-0557-7zbMath1258.91098MaRDI QIDQ420994

Béatrice Rey, W. Henry Chiu, Louis R. Eeckhoudt

Publication date: 23 May 2012

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-010-0557-7

zbMATH Keywords

stochastic dominance; comparative statics; risk apportionment; \(N\)th degree risk; relative risk aversion

Mathematics Subject Classification ID

Related Items

Another look at risk apportionment, The LeChatelier principle for changes in risk, Higher-order risk vulnerability, Labor supply with stochastic wage rate and non-labor income uncertainty, The effects of stochastic wages and non-labor income on labor supply: update and extensions, A note on risky targets and effort, Precautionary saving in the presence of labor income and interest rate risks, Underestimation of probabilities modifications: characterization and economic implications, Incentive contracts under product market competition and R\&D spillovers, Changes in risk and strategic interaction, Risky targets and effort, Benchmark values for higher order coefficients of relative risk aversion

Cites Work

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