Linear-risk-tolerant, invariant risk preferences

DOI10.1016/J.ECONLET.2004.08.003zbMath1254.91117OpenAlexW1993233875MaRDI QIDQ1927751

Robert G. Chambers, John Quiggin

Publication date: 2 January 2013

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

Full work available at URL: https://ageconsearch.umn.edu/record/151162/files/WPR04_3.pdf

zbMATH Keywords

uncertaintypreferencesasset demand

Mathematics Subject Classification ID

Individual preferences (91B08)

Related Items (1)

Invariant risk attitudes

Cites Work

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• Benefit functions and duality
• Constant risk aversion
• Risk premiums and benefit measures for generalized-expected-utility theories
• Invariant risk attitudes
• Benefit and distance functions
• A Theoretical Treatment of Indices of Absolute Inequality

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