Decreasing ross risk aversion: higher-order generalizations and implications
From MaRDI portal
Publication:478131
DOI10.1016/J.JMATECO.2014.02.002zbMATH Open1304.91066OpenAlexW1964546541WikidataQ59356382 ScholiaQ59356382MaRDI QIDQ478131FDOQ478131
Authors: Jian-Li Wang, Jingyuan Li 
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
Recommendations
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- A comparative characterization of higher-order Ross more risk aversion
- Comparative higher-degree Ross risk aversion
- Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
- The Ross Characterization of Risk Aversion: Strengthening and Extension
- Comparative ross risk aversion in the presence of mean dependent risks
- Downside risk aversion vs decreasing absolute risk aversion: an intuitive exposition
- Decreasing Risk Aversion and Mean-Variance Analysis
- Comparative higher-order risk aversion and higher-order prudence
Cites Work
- The economics of risk and time
- Title not available (Why is that?)
- 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
- The logic of partial-risk aversion: Paradox lost
- One-Switch Utility Functions and a Measure of Risk
- On the conditions for precautionary saving
- Mixed risk aversion
- Stronger measures of higher-order risk attitudes
- 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
- Ross risk vulnerability for introductions and changes in background risk
- Risk preferences and changes in background risk
- When Ross meets Bell: the linex utility function
- Strong one-switch utility
Cited In (10)
- Comparative ross risk aversion in the presence of mean dependent risks
- Decreasing downside risk aversion and background risk
- Comparative higher-degree Ross risk aversion
- Decreasing Risk Aversion and Mean-Variance Analysis
- Ross risk vulnerability for introductions and changes in background risk
- A note on the comparative statics approach to \(n\)th-degree risk aversion
- Comparing utility derivative premia under additive and multiplicative risks
- A comparative characterization of higher-order Ross more risk aversion
- When Ross meets Bell: the linex utility function
- Higher-order risk vulnerability
This page was built for publication: Decreasing ross risk aversion: higher-order generalizations and implications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q478131)
