A note on fourth-order risk aversion

DOI10.1007/S10203-015-0169-6zbMath1398.91266OpenAlexW2284244796MaRDI QIDQ272221

Yoshitaka Sakagami

Publication date: 20 April 2016

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-015-0169-6

zbMATH Keywords

an index of fourth-order risk aversionfourth-order increase in risk for utilityincreased fourth-order risk aversionutility distribution

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

• Greater downside risk aversion

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