Complete monotonicity, background risk, and risk aversion
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Publication:1277481
DOI10.1016/S0165-4896(97)00019-XzbMath0915.90082OpenAlexW2107553674WikidataQ128116477 ScholiaQ128116477MaRDI QIDQ1277481
Alexey Pomansky, Jordi Caballé
Publication date: 16 June 1999
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-4896(97)00019-x
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Cites Work
- Equilibrium asset prices with undiversifiable labor income risk
- Mixed risk aversion
- Proper Risk Aversion
- Risk Aversion with Random Initial Wealth
- Changes in Background Risk and Risk Taking Behavior
- Risk Vulnerability and the Tempering Effect of Background Risk
- Standard Risk Aversion
- Risk Aversion in the Small and in the Large
- Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
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