Comparative Mixed Risk Aversion.

Recently, Caballi and Pomansky (1996) proposed a formal definition of mixed risk aversion and characterized stochastic dominance in presence of such utility functions. However they did not study comparative mixed risk aversion. In this note we give a sufficient condition for analytic comparative mixed risk aversion.

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Year of publication:	2000
Authors:	Dachraoui, K. ; Dionne, G. ; Eeckhoudt, L. ; Godfroid, P.
Institutions:	HEC Montréal (École des Hautes Études Commerciales)
Subject:	RISK \| BEHAVIOUR \| UTILITY FUNCTIONS

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Series:	Ecole des Hautes Etudes Commerciales de Montreal-.
Type of publication:	Book / Working Paper
Notes:	7 pages
Classification:	D80 - Information and Uncertainty. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005775503