Ross risk vulnerability for introductions and changes in background risk

DOI10.1016/j.jmateco.2012.04.003zbMath1260.91124OpenAlexW2043555871MaRDI QIDQ451055

Donald C. Keenan, Arthur Snow

Publication date: 26 September 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.04.003

zbMATH Keywords

expected utilitygreater ross risk aversiontemperance premium

Mathematics Subject Classification ID

Related Items

Comparing utility derivative premia under additive and multiplicative risks ⋮ When Ross meets Bell: the linex utility function ⋮ Decreasing ross risk aversion: higher-order generalizations and implications

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