On some classes of normed and risk averse preferences

DOI10.1007/s00712-011-0233-9zbMath1255.91177OpenAlexW2024064948MaRDI QIDQ1934576

Hermann Ratsimbanierana, Walter Briec, Qi Bin Liang

Publication date: 29 January 2013

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

Full work available at URL: https://doi.org/10.1007/s00712-011-0233-9

zbMATH Keywords

risk aversionhomotheticitybenefit functionCARA preferencesnormed distance functionnormed preferences

Mathematics Subject Classification ID

Cites Work

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• Minimum distance to the complement of a convex set: Duality result
• Translation homotheticity
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• Jointly radial and translation homothetic preferences: Generalized constant risk aversion

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