Global measures of risk aversion

DOI10.1016/0022-0531(91)90062-9zbMath0743.90023OpenAlexW1977678349MaRDI QIDQ1181227

Peter Bardsley

Publication date: 27 June 1992

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(91)90062-9

zbMATH Keywords

portfolio problemGlobal risk aversion coefficients

Mathematics Subject Classification ID

Related Items (3)

Partial derivatives, comparative risk behavior and concavity of utility functions. ⋮ Mean variance preferences and the heat equation ⋮ Local utility functions

Cites Work

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• Decreasing Risk Aversion and Mean-Variance Analysis
• "Expected Utility" Analysis without the Independence Axiom
• The Ordering of Portfolios in Terms of Mean and Variance

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