New characterizations of increasing risk

DOI10.1016/J.JMATECO.2016.12.001zbMath1395.91102OpenAlexW2560515725MaRDI QIDQ516047

David P. Brown

Publication date: 20 March 2017

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2016.12.001

zbMATH Keywords

noiserisk aversionconcave utilityincreasing risk

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Cites Work

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• Search and Knightian uncertainty
• Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion
• Increasing Risk and Increasing Informativeness: Equivalence Theorems

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