Increasing risk, decreasing absolute risk aversion and diversification

DOI10.1016/0304-4068(94)00700-KzbMath0843.90028OpenAlexW1980375123MaRDI QIDQ1906057

Yoram Kroll, Moshe Leshno, Haim Levy, Yishay Spector

Publication date: 6 February 1996

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(94)00700-k

zbMATH Keywords

stochastic dominancedecreasing absolute risk aversionincreasing riskrisk averse investors

Mathematics Subject Classification ID

Related Items (3)

The non-integer higher-order stochastic dominance ⋮ Comparing risks with unbounded distributions ⋮ Portfolio choice for increases in risk and prudence revisited

Cites Work

• Increasing risk
• The definition of risk: An extension
• Asset Proportions in Optimal Portfolios
• Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
• The Efficiency Analysis of Choices Involving Risk

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