decreasing absolute risk aversion, a revenue-neutral rise in the marginal tax rate increases the firm's output and causes the …

This paper shows that a strictly increasing and risk averse utility function with decreasing absolute risk aversion is … necessarily differentiable with a positive and absolutely continuous derivative. The cumulative absolute risk aversion function …, called the absolute risk aversion density, is a generalization of the coefficient of absolute risk aversion, and it is well …

In this paper efficient bounds for the price of a call option are obtained using the decreasing absolute risk aversion …