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Chapter 3. The Theory of Risk and Risk Aversion

Meyer, Jack - In: Handbook of the economics of risk and uncertainty : volume 1, (pp. 99-133). 2014

Risk and risk aversion are important concepts when modeling how to choose from or rank a set of random variables. This chapter reviews and summarizes the definitions and related findings concerning risk aversion and risk in both a mean-variance and an expected utility decision model context.

Persistent link: https://www.econbiz.de/10014025529

Risk attitudes and the value of risk transformations

Denuit, Michel M.; Eeckhoudt, Louis - In: International journal of economic theory 9 (2013) 3, pp. 245-254

Persistent link: https://www.econbiz.de/10009792514

The theory of risk and risk aversion

Meyer, Jack - 2014

Persistent link: https://www.econbiz.de/10010366841

Comparing local risks by acceptance and rejection

Schreiber, Amnon - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 412-430

Persistent link: https://www.econbiz.de/10011577169

Fractional degree stochastic dominance

Huang, Rachel J.; Tzeng, Larry Y.; Zhao, Lin - In: Management science : journal of the Institute for … 66 (2020) 10, pp. 4630-4647

Persistent link: https://www.econbiz.de/10012305271

Probability dominance

Diecidue, Enrico; Levy, Haim; Levy, Moshe - 2018

Persistent link: https://www.econbiz.de/10012060398

Changes in risky benefits and in risky costs : a question of the right order

Menegatti, Mario; Peter, Richard - In: Management science : journal of the Institute for … 68 (2022) 5, pp. 3625-3634

Persistent link: https://www.econbiz.de/10013368918

Another look at risk apportionment

Denuit, Michel; Rey, Béatrice - In: Journal of mathematical economics 49 (2013) 4, pp. 335-343

Persistent link: https://www.econbiz.de/10010190189

Mean-risk analysis with enhanced behavioral content

Cillo, Alessandra; Delquié, Philippe - In: European journal of operational research : EJOR 239 (2014) 3, pp. 764-775

Persistent link: https://www.econbiz.de/10010411507

Stronger utility

Blavatskyy, Pavlo R. - In: Theory and decision : an international journal for … 76 (2014) 2, pp. 265-286

Persistent link: https://www.econbiz.de/10010345256