Risk and risk aversion when states of nature matter

DOI10.1007/S00199-008-0388-YzbMath1180.91169OpenAlexW2017825463MaRDI QIDQ836874

Jan Werner

Publication date: 9 September 2009

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-008-0388-y

zbMATH Keywords

conditional expectationsrisk aversionmean-independent riskefficient claims

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (1)

Risk aversion for variational and multiple-prior preferences

Cites Work

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• Portfolio Efficient Sets
• A Price Characterization of Efficient Random Variables
• Risk Aversion in the Small and in the Large
• Inequalities: theory of majorization and its applications

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