Stochastic dominance and absolute risk aversion
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Publication:866928
DOI10.1007/s00355-006-0151-xzbMath1134.91544OpenAlexW1965382565MaRDI QIDQ866928
Jordi Caballé, Joan Maria Esteban
Publication date: 14 February 2007
Published in: Social Choice and Welfare (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10230/1193
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Cites Work
- Mixed risk aversion
- Poverty measurement: the critical comparison value
- More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
- Proper Risk Aversion
- Second Degree Stochastic Dominance with Respect to a Function
- Risk Vulnerability and the Tempering Effect of Background Risk
- Standard Risk Aversion
- Risk Aversion in the Small and in the Large
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