Changes in multiplicative background risk and risk-taking behavior

DOI10.1007/s11238-012-9336-1zbMath1282.91154OpenAlexW2076740715MaRDI QIDQ1936332

Octave Jokung

Publication date: 4 February 2013

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11238-012-9336-1

zbMATH Keywords

risk aversionstochastic dominancerisk vulnerabilitybackground riskincrease in riskcomparative risk

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

Related Items (1)

Comparing utility derivative premia under additive and multiplicative risks

Cites Work

• Risk preferences and changes in background risk
• Multiplicative risk apportionment
• The values of relative risk aversion and prudence: a context-free interpretation
• Multiplicative Background Risk
• Proper Risk Aversion
• Risk Aversion with Random Initial Wealth
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• Changes in Background Risk and Risk Taking Behavior
• Risk Vulnerability and the Tempering Effect of Background Risk
• Standard Risk Aversion
• Risk Aversion in the Small and in the Large

This page was built for publication: Changes in multiplicative background risk and risk-taking behavior