On the definition of risk aversion
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DOI10.1007/BF00134104zbMATH Open0716.90002MaRDI QIDQ753618FDOQ753618
Authors: Aldo Montesano 
Publication date: 1990
Published in: Theory and Decision (Search for Journal in Brave)
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Cites Work
- The Dual Theory of Choice under Risk
- Temporal risk and the nature of induced preferences
- Risk aversion in the theory of expected utility with rank dependent probabilities
- The risk aversion measure without the independence axiom
- The ordinal utility under uncertainty and the measure of risk aversion in terms of preferences
- Title not available (Why is that?)
Cited In (15)
- Monotone Risk Aversion
- Risk aversion in the Talmud
- What is risk aversion?
- Risk aversion: a qualitative approach and quantitative estimates
- Measures of risk aversion with expected and nonexpected utility
- First order versus second order risk aversion
- Monotone risk aversion
- On some classes of normed and risk averse preferences
- Risk aversion and risk vulnerability in the continuous and discrete case
- One theory for two different risk premia
- Substituting one risk increase for another: a method for measuring risk aversion
- Restricted increases in risk aversion and their application
- The ordinal utility under uncertainty and the measure of risk aversion in terms of preferences
- A comment on two concepts of risk premia and certainty equivalents
- Distortion risk measures, ambiguity aversion and optimal effort
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