Monotone risk aversion

DOI10.1007/S00199-004-0471-YzbMath1114.91064OpenAlexW3121578441MaRDI QIDQ1780166

Lars Tyge Nielsen

Publication date: 7 June 2005

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

Full work available at URL: https://doi.org/10.1007/s00199-004-0471-y

zbMATH Keywords

Absolute risk aversionCumulative absolute risk aversionCumulative relative risk aversionDecreasing risk aversionIncreasing risk aversionRelative risk aversion

Mathematics Subject Classification ID

Related Items (2)

On Aumann and Serrano's economic index of risk ⋮ Risk aversion for nonsmooth utility functions

This page was built for publication: Monotone risk aversion