The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence
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Publication:529803
DOI10.1016/j.econlet.2015.06.004zbMath1364.91053OpenAlexW1917181231MaRDI QIDQ529803
James Huang, Richard C. Stapleton
Publication date: 9 June 2017
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/74794/1/FS_Pratt_Premium0.pdf
Related Items (3)
The probability premium: a graphical representation ⋮ Comparing utility derivative premia under additive and multiplicative risks ⋮ Comparative higher-order risk aversion and higher-order prudence
Cites Work
- Prudence probability premium
- On the intensity of downside risk aversion
- On the utility premium of Friedman and Savage
- Stronger measures of higher-order risk attitudes
- Substituting one risk increase for another: a method for measuring risk aversion
- A new interpretation for the precautionary saving motive: a note
- Risk Aversion in the Small and in the Large
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