Stochastic dominance and absolute risk aversion

DOI10.1007/S00355-006-0151-XzbMATH Open1134.91544OpenAlexW1965382565MaRDI QIDQ866928FDOQ866928

Authors: Jordi Caballé, Joan Maria Esteban 

Publication date: 14 February 2007

Published in: Social Choice and Welfare (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10230/1193

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Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Title not available (Why is that?)
• Risk Vulnerability and the Tempering Effect of Background Risk
• Risk Aversion in the Small and in the Large
• More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
• Mixed risk aversion
• Proper Risk Aversion
• Standard Risk Aversion
• Title not available (Why is that?)
• Second Degree Stochastic Dominance with Respect to a Function
• Poverty measurement: the critical comparison value
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Cited In (7)

• A comparison of five models that predict violations of first-order stochastic dominance in risky decision making
• Comparing local risks by acceptance and rejection
• An example of a dominance approach to rational expectations
• Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
• Stochastic Dominance
• Technical Note—Ranking Distributions When Only Means and Variances Are Known
• Title not available (Why is that?)

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