A comparative characterization of higher-order Ross more risk aversion

zbMATH Open1399.91044MaRDI QIDQ4642863FDOQ4642863

Authors: Yougong Tian 

Publication date: 25 May 2018

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zbMATH Keywords

stochastic dominancerisk premiumrisk compensationincrease in riskhigher-order Ross more risk aversion

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cited In (4)

• Comparative higher-degree Ross risk aversion
• The Ross Characterization of Risk Aversion: Strengthening and Extension
• Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
• Decreasing ross risk aversion: higher-order generalizations and implications

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