Comparative risk aversion for state-dependent preferences

DOI10.1007/978-3-030-34226-5_19MaRDI QIDQ5132610zbMATH OpenOpenAlexFDO

Authors J. Quiggin, Robert G. Chambers

Publication date 12 November 2020

Published in Mathematical Topics on Representations of Ordered Structures and Utility Theory (Search for Journal in Brave)

Full work available at URL https://ageconsearch.umn.edu/record/151172/files/WPR05_5.pdf

zbMATH Keywords

autocomparabilityrisk aversionstate-dependent preferences

Mathematics Subject Classification ID

Individual preferences (91B08) Utility theory (91B16)

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Cites work

• \(L_ p\)-Fréchet differentiable preference and ``local utility analysis
• A theory of quantifiable beliefs
• A theory of stochastic choice under uncertainty
• An expected utility theory for state-dependent preferences
• Community Preference Fields
• Do bets reveal beliefs? A unified perspective on state-dependent utility issues
• Efficient sets with and without the expected utility hypothesis. A generalization
• Generalized Expected Utility Analysis of Risk Aversion with State-Dependent Preferences
• scientific article; zbMATH DE number 1266748 (Why is no real title available?)
• scientific article; zbMATH DE number 1774203 (Why is no real title available?)
• Risk Aversion for State-Dependent Utility Functions: Measurement and Applications
• Risk Aversion in the Small and in the Large
• Supermodularity and the comparative statics of risk

Cited in

(12)

• On the risk-aversion comparability of state-dependent utility functions
• Mean utility preserving increases in risk for state dependent utility functions
• Risk and risk aversion for state-dependent utility
• Background risk in generalized expected utility theory
• Characterizing the efficient set when preferences are state-dependent
• The state-contingent approach to risk premiums and comparative statics in generalised expected utility theory
• Generalized Expected Utility Analysis of Risk Aversion with State-Dependent Preferences
• Risk, ambiguity, and state-preference theory
• Increasing risk with state-dependent preferences
• Risk and risk aversion when states of nature matter
• A note on risk aversion and multivariate, state-dependent preferences
• Comparative risk aversion

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