Stochastic dominance and absolute risk aversion

DOI10.1007/S00355-006-0151-XMaRDI QIDQ866928zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites work

• scientific article; zbMATH DE number 934552 (Why is no real title available?)
• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• scientific article; zbMATH DE number 3394474 (Why is no real title available?)
• Mixed risk aversion
• More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
• Poverty measurement: the critical comparison value
• Proper Risk Aversion
• Risk Aversion in the Small and in the Large
• Risk Vulnerability and the Tempering Effect of Background Risk
• Second Degree Stochastic Dominance with Respect to a Function
• Standard Risk Aversion

Cited in

(7)

• A comparison of five models that predict violations of first-order stochastic dominance in risky decision making
• Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
• Technical Note—Ranking Distributions When Only Means and Variances Are Known
• An example of a dominance approach to rational expectations
• Comparing local risks by acceptance and rejection
• scientific article; zbMATH DE number 2211244 (Why is no real title available?)
• Stochastic Dominance

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