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Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model

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Chateauneuf, Alain
Cohen, Michele
Meilijson, Isaac

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Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 40 (2004)
Issue (Month): 5 (August)
Pages: 547-571
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Handle: RePEc:eee:mateco:v:40:y:2004:i:5:p:547-571

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Hadar, Josef & Russell, William R, 1969. "Rules for Ordering Uncertain Prospects," American Economic Review, American Economic Association, vol. 59(1), pages 25-34, March. [Downloadable!] (restricted)
  2. Machina, Mark J & Pratt, John W, 1997. "Increasing Risk: Some Direct Constructions," Journal of Risk and Uncertainty, Springer, vol. 14(2), pages 103-27, March. [Downloadable!] (restricted)
  3. Hanoch, G & Levy, Haim, 1969. "The Efficiency Analysis of Choices Involving Risk," Review of Economic Studies, Blackwell Publishing, vol. 36(107), pages 335-46, July. [Downloadable!] (restricted)
  4. Ross, Stephen A, 1981. "Some Stronger Measures of Risk Aversion in the Small and the Large with Applications," Econometrica, Econometric Society, vol. 49(3), pages 621-38, May. [Downloadable!] (restricted)
  5. Moyes Patrick, 1994. "Inequality Reducing and Inequality Preserving Transformations of Incomes: Symmetric and Individualistic Transformations," Journal of Economic Theory, Elsevier, vol. 63(2), pages 271-298, August. [Downloadable!] (restricted)
  6. Quiggin, John, 1982. "A theory of anticipated utility," Journal of Economic Behavior & Organization, Elsevier, vol. 3(4), pages 323-343, December. [Downloadable!] (restricted)
  7. Karni, Edi & Schwartz, Aba, 1977. "Search theory: The case of search with uncertain recall," Journal of Economic Theory, Elsevier, vol. 16(1), pages 38-52, October. [Downloadable!] (restricted)
  8. Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January. [Downloadable!] (restricted)
  9. Landsberger, Michael & Meilijson, Isaac, 1990. "Demand for risky financial assets: A portfolio analysis," Journal of Economic Theory, Elsevier, vol. 50(1), pages 204-213, February. [Downloadable!] (restricted)
  10. Diamond, Peter A. & Stiglitz, Joseph E., 1974. "Increases in risk and in risk aversion," Journal of Economic Theory, Elsevier, vol. 8(3), pages 337-360, July. [Downloadable!] (restricted)
  11. Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September. [Downloadable!] (restricted)
  12. Jewitt, Ian, 1987. "Risk Aversion and the Choice between Risky Prospects: The Preservation of Comparative Statics Results," Review of Economic Studies, Blackwell Publishing, vol. 54(1), pages 73-85, January. [Downloadable!] (restricted)
  13. Yaari, Menahem E., 1988. "A controversial proposal concerning inequality measurement," Journal of Economic Theory, Elsevier, vol. 44(2), pages 381-397, April. [Downloadable!] (restricted)
  14. Chateauneuf, Alain, 1991. "On the use of capacities in modeling uncertainty aversion and risk aversion," Journal of Mathematical Economics, Elsevier, vol. 20(4), pages 343-369. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Alain Chateauneuf & Patrick Moyes, 2005. "Lorenz non-consistent welfare and inequality measurement," Journal of Economic Inequality, Springer, vol. 2(2), pages 61-87, January. [Downloadable!] (restricted)
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  2. Frank A Cowell, 2007. "Income Distribution and Inequality," STICERD - Distributional Analysis Research Programme Papers 94, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
  3. Zank, Horst & Schmidt, Ulrich & Diecidue, Enrico, 2007. "Parametric Weighting Functions," Economics Working Papers 2007,01, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    Other versions:
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