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On the definition of risk aversion

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Publication:753618
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DOI10.1007/BF00134104zbMath0716.90002MaRDI QIDQ753618

Aldo Montesano

Publication date: 1990

Published in: Theory and Decision (Search for Journal in Brave)


zbMATH Keywords

risk aversionnonexpected utilityrisk premium


Mathematics Subject Classification ID

Utility theory (91B16)


Related Items (2)

Measures of risk aversion with expected and nonexpected utility ⋮ DISTORTION RISK MEASURES, AMBIGUITY AVERSION AND OPTIMAL EFFORT



Cites Work

  • Unnamed Item
  • Temporal risk and the nature of induced preferences
  • The ordinal utility under uncertainty and the measure of risk aversion in terms of preferences
  • Risk aversion in the theory of expected utility with rank dependent probabilities
  • The risk aversion measure without the independence axiom
  • The Dual Theory of Choice under Risk


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