Search Results - subject:"Comparative risk aversion"

Alternative approaches to comparative nth-degree risk aversion

Liu, Liqun; Neilson, William - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3824-3834

Persistent link: https://www.econbiz.de/10012062813

Comparative higher-order risk aversion and higher-order prudence

Kit, Pong Wong - In: Economics letters 169 (2018), pp. 38-42

Persistent link: https://www.econbiz.de/10012019508

Restricted increases in risk aversion and their application

Eeckhoudt, Louis; Liu, Liqun; Meyer, Jack - In: Economic theory : official journal of the Society for … 64 (2017) 1, pp. 161-181

Persistent link: https://www.econbiz.de/10011723693

Stochastic Dominance and Nonparametric Comparative Revealed Risk Aversion

Heufer, Jan - 2011

comparative risk aversion. The entire analysis is kept completely nonparametric and can be used as an alternative or complement to …

Persistent link: https://www.econbiz.de/10010287423

Stochastic Dominance and Nonparametric Comparative Revealed Risk Aversion

Heufer, Jan - Rheinisch-Westfälisches Institut für … - 2011

comparative risk aversion. The entire analysis is kept completely nonparametric and can be used as an alternative or complement to …

Persistent link: https://www.econbiz.de/10009385731

Feasible sets, comparative risk aversion, and comparative uncertainty aversion in bargaining

Driesen, Bram; Lombardi, Michele; Peters, Hans J. M. - In: Journal of mathematical economics 67 (2016), pp. 162-170

Persistent link: https://www.econbiz.de/10011666173

"Spectral risk measures: properties and limitations" : comment on Dowd, Cotter, and Sorwar

Brandtner, Mario - In: Journal of financial services research : JFSR 49 (2016) 1, pp. 121-131

Persistent link: https://www.econbiz.de/10011591964

Comparative Risk Aversion When the Outcomes are Vectors

Shah, Sudhir A. - eSocialSciences - 2010

comparative risk aversion of von Neumann- Morgenstern utilities in the setting with real-valued outcomes. They have obtained …

Persistent link: https://www.econbiz.de/10008675410

The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence

Huang, James; Stapleton, Richard C. - In: Economics letters 134 (2015), pp. 34-36

Persistent link: https://www.econbiz.de/10011432171

The monetary utility premium and interpersonal comparisons

Li, Jingyuan; Liu, Liqun - In: Economics Letters 125 (2014) 2, pp. 257-260

The utility premium is generally defined as the pain or reduction in expected utility caused by an nth-degree risk increase, where n≥2. While it is a very useful concept in understanding a decision maker’s choice in uncertain situations, the utility premium is not interpersonally comparable....

Persistent link: https://www.econbiz.de/10011076530