Decreasing ross risk aversion: higher-order generalizations and implications

DOI10.1016/j.jmateco.2014.02.002zbMath1304.91066OpenAlexW1964546541WikidataQ59356382 ScholiaQ59356382MaRDI QIDQ478131

Jingyuan Li, Jianli Wang

Publication date: 3 December 2014

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2014.02.002

zbMATH Keywords

risk vulnerabilitybackground riskdecreasing \(n\)-th Ross risk aversionone-switch utility function

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (1)

Comparing utility derivative premia under additive and multiplicative risks

Cites Work

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