Proper and standard risk aversion in two-moment decision models

DOI10.1007/s11238-005-0285-9zbMath1123.91311OpenAlexW2008528661MaRDI QIDQ813101

Fatma Lajeri-Chaherli

Publication date: 30 January 2006

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

Full work available at URL: https://doi.org/10.1007/s11238-005-0285-9

zbMATH Keywords

mean-variance preferencesstandard risk aversionproper risk aversion

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites Work

• Proper prudence, standard prudence and precautionary vulnerability
• Parametric characterizations of risk aversion and prudence
• Proper Risk Aversion
• Standard Risk Aversion
• Prudence and risk vulnerability in two-moment decision models