A comparative characterization of higher-order Ross more risk aversion

MaRDI QIDQ4642863zbMATH OpenFDO

Authors Yougong Tian

Publication date 25 May 2018

zbMATH Keywords

higher-order Ross more risk aversionincrease in riskrisk compensationrisk premiumstochastic dominance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Recommendations

• Comparative higher-degree Ross risk aversion
• Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
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Cited in

(7)

• A note on the comparative statics approach to nth-degree risk aversion
• Comparative higher-order risk aversion and higher-order prudence
• Greater Arrow-Pratt (absolute) risk aversion of higher orders
• Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
• The Ross Characterization of Risk Aversion: Strengthening and Extension
• Decreasing ross risk aversion: higher-order generalizations and implications
• Comparative higher-degree Ross risk aversion

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