When can expected utility handle first-order risk aversion?

Georges Dionne; Jingyuan Li

Year of publication:	2014
Authors:	Dionne, Georges ; Li, Jingyuan
Published in:	Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 154.2014, p. 403-422
Subject:	Expected utility theory \| First-order conditional dependent risk aversion \| Background risk \| Equity premium puzzle \| Consumption risk in business cycles \| Rank-dependent expected utility model \| Erwartungsnutzen \| Expected utility \| Theorie \| Theory \| Risikoaversion \| Risk aversion \| Risiko \| Risk \| Erwartungsbildung \| Expectation formation \| Risikoprämie \| Risk premium \| CAPM \| Equity-Premium-Puzzle \| Konjunktur \| Business cycle

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