Improving your chances: A new result

In this letter, we show that the results presented by Jindapon and Neilson (2007) for changes in risk à la Ekern (1980) can be generalized to mean-preserving stochastic dominance changes, with appropriate and simple additional conditions on the utility function.

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Year of publication:	2013
Authors:	Denuit, Michel M. ; Eeckhoudt, Louis
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 118.2013, 3, p. 475-477
Publisher:	Elsevier
Subject:	Risk aversion \| Downside risk \| Prudence \| Temperance \| Risk apportionment \| Mean-preserving stochastic dominance

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Type of publication:	Article
Classification:	D81 - Criteria for Decision-Making under Risk and Uncertainty
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011041839