From sure to strong diversification

DOI10.1007/s00199-006-0126-2zbMath1190.91072OpenAlexW2052973993MaRDI QIDQ2642872

Ghizlane Lakhnati, Alain Chateauneuf

Publication date: 6 September 2007

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00194670

zbMATH Keywords

diversificationstrong risk aversionweak risk aversion

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Portfolio theory (91G10)

Related Items (6)

Concave/convex weighting and utility functions for risk: a new light on classical theorems ⋮ Preferences over all random variables: incompatibility of convexity and continuity ⋮ Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents ⋮ Risk attitudes in axiomatic decision theory: a conceptual perspective ⋮ Diversification preferences in the theory of choice ⋮ Comparative statics in an ordinal theory of choice under risk

Cites Work

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• A Schur concave characterization of risk aversion for non-expected utility preferences
• Asset Demand Without the Independence Axiom
• The Dual Theory of Choice under Risk
• Continuity Properties of Paretian Utility

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