A note on the comparative statics approach to \(n\)th-degree risk aversion

DOI10.1016/j.econlet.2017.07.023zbMath1396.91091OpenAlexW2740806676MaRDI QIDQ1782402

Jianli Wang, Liqun Liu

Publication date: 20 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.07.023

zbMATH Keywords

risk aversioncomparative staticsincrease in risk\(n\)th-degree risk aversion

Mathematics Subject Classification ID

Decision theory (91B06)

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Cites Work

• Comparative higher-degree Ross risk aversion
• On the intensity of downside risk aversion
• Stronger measures of higher-order risk attitudes
• Substituting one risk increase for another: a method for measuring risk aversion
• Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
• A note on comparative downside risk aversion
• Exploring Higher Order Risk Effects
• Testing for Prudence and Skewness Seeking
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• Higher Order Risk Attitudes, Demographics, and Financial Decisions
• Consistency of Higher Order Risk Preferences
• Risk Aversion in the Small and in the Large

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