Greater Arrow-Pratt (absolute) risk aversion of higher orders
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Publication:2425147
DOI10.1016/j.jmateco.2019.01.008zbMath1417.91202OpenAlexW2914104155WikidataQ128372853 ScholiaQ128372853MaRDI QIDQ2425147
Publication date: 26 June 2019
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2019.01.008
Inequalities; stochastic orderings (60E15) Applications of game theory (91A80) Utility theory (91B16)
Related Items (3)
Comparative risk aversion with two risks ⋮ Reversibly greater downside risk aversion by a prudence-based measure ⋮ Diversification and risk attitudes toward two risks
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