The Ross Characterization of Risk Aversion: Strengthening and Extension
From MaRDI portal
Publication:3775280
DOI10.2307/1911264zbMath0635.90010OpenAlexW2000772543MaRDI QIDQ3775280
Machina, Mark J., William S. Neilson
Publication date: 1987
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/ef3fde42ceeb3f1550297deed1156c09409a4fcf
characterizations of comparative risk aversionexpected utility maximizerssmooth non-expected utility preferences
Related Items
Portfolio characterization of risk aversion, Restricted increases in risk aversion and their application, A strong (Ross) characterization of multivariate risk aversion, Two errors in the `Allais impossibility theorem', Financial risk taking in the presence of correlated non-financial background risk, Dual Moments and Risk Attitudes, Risk aversion and risk vulnerability in the continuous and discrete case, Substituting one risk increase for another: a method for measuring risk aversion, Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach, Differentiability, comparative statics, and non-expected utility preference, Health and portfolio choices: a diffidence approach, Demand for risky financial assets: A portfolio analysis, Comparative statics and non-expected utility preferences, Comparative statics in an ordinal theory of choice under risk, The monetary utility premium and interpersonal comparisons, Univariate and multivariate measures of risk aversion and risk premiums, The logic of partial-risk aversion: Paradox lost
