More on parametric characterizations of risk aversion and prudence
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Publication:1404156
DOI10.1007/s00199-001-0247-6zbMath1040.91060OpenAlexW2030605170MaRDI QIDQ1404156
Andreas Wagener, Thomas Eichner
Publication date: 20 August 2003
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: http://www.wiwi.uni-siegen.de/vwl/repec/sie/papers/99-01.pdf
Related Items (7)
On the precautionary motive for savings and prudence in the rank-dependent utility framework ⋮ Is there a plausible theory for decision under risk? A dual calibration critique ⋮ Input Demand Under Joint Energy and Output Prices Uncertainties ⋮ Comparative statics under uncertainty: The case of mean-variance preferences. ⋮ Compatibility of expected utility and \(\mu /\sigma\) approaches to risk for a class of non location-scale distributions ⋮ Preferences over location-scale family ⋮ Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
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