Monotone Risk Aversion

DOI10.1007/3-540-28161-4_17zbMATH Open1130.91355OpenAlexW3121700142MaRDI QIDQ5432007FDOQ5432007

Authors: Lars Tyge Nielsen 

Publication date: 2 January 2008

Published in: Institutions, Equilibria and Efficiency (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/3-540-28161-4_17

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Mathematics Subject Classification ID

Utility theory (91B16)

Cited In (10)

• Characterization of left-monotone risk aversion in the RDEU model
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• Aversion pour le Risque Croissante avec une Richesse Initiale Aleatoire
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• Differentiability of von Neumann-Morgenstern utility functions
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• Broadly decreasing risk aversion
• Constant risk aversion
• Monotone transformation of utility: Some particular cases

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