On the relationship between absolute prudence and absolute risk aversion

DOI10.1007/S10203-006-0064-2zbMath1160.91331OpenAlexW2047890662MaRDI QIDQ882496

Mario Menegatti, Umberto Magnani, Mario Alessandro Maggi

Publication date: 24 May 2007

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-006-0064-2

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (4)

Some conditions for the equivalence between risk aversion, prudence and temperance ⋮ Risk aversion and risk vulnerability in the continuous and discrete case ⋮ New results on the relationship among risk aversion, prudence and temperance ⋮ Changes in multiplicative risks and optimal portfolio choice: new interpretations and results

Cites Work

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• Efficient allocation with continuous quantities
• Proper Risk Aversion
• Standard Risk Aversion
• Risk Aversion in the Small and in the Large
• On the conditions for precautionary saving

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