On the relationship between comparisons of risk aversion of different orders

DOI10.1016/J.JMATECO.2022.102757zbMath1501.91063OpenAlexW4292622202WikidataQ114158652 ScholiaQ114158652MaRDI QIDQ2092787

Mario Menegatti, Marzia De Donno

Publication date: 3 November 2022

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2022.102757

zbMATH Keywords

comparison of risk aversiongreater \(n\)th degree risk aversiongreater downside risk aversiongreater risk aversionstrongly greater \(n\)th degree risk aversionstrongly greater downside risk aversion

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

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