The logic of partial-risk aversion: Paradox lost

DOI10.1007/BF00056367MaRDI QIDQ808981zbMATH OpenOpenAlexFDO

Authors John W. Pratt

Publication date 1990

Published in Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00056367

zbMATH Keywords

comparative staticspartial-risk portfolio

Mathematics Subject Classification ID

Recommendations

• Risk Aversion and the Choice Between Risky Prospects: The Preservation of Comparative Statics Results
• The comparative statics of changes in risk revisited
• On relative and partial risk attitudes: theory and implications
• On risk aversion with two risks
• Comparative ross risk aversion in the presence of mean dependent risks

Cites work

• A Stronger Characterization of Declining Risk Aversion
• Risk Aversion in the Small and in the Large
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• The Ross Characterization of Risk Aversion: Strengthening and Extension

Cited in

(7)

• On risk aversion with two risks
• Risk aversion with two risks: a theoretical extension
• On loss aversion, level-1 reasoning, and betting
• Dual moments and risk attitudes
• Substituting one risk increase for another: a method for measuring risk aversion
• Ross risk vulnerability for introductions and changes in background risk
• Decreasing ross risk aversion: higher-order generalizations and implications

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