Preserving preference rankings under background risk

DOI10.1016/S0165-1765(03)00123-XzbMath1254.91102MaRDI QIDQ1927355

Christian Gollier, Harris Schlesinger

Publication date: 1 January 2013

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

zbMATH Keywords

risk aversionbackground riskrisk tolerabilityzero-switch utility

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (1)

Convex and decreasing absolute risk aversion is proper

Cites Work

• Unnamed Item
• Preservation of More risk averse under expectations
• Equilibrium asset prices with undiversifiable labor income risk
• Utility functions for wealth
• One-Switch Utility Functions and a Measure of Risk
• Risk Aversion with Random Initial Wealth
• A general theory of measurement applications to utility

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