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On some classes of normed and risk averse preferences

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  • Walter Briec
  • Qi Liang
  • Hermann Ratsimbanierana

Abstract

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Suggested Citation

  • Walter Briec & Qi Liang & Hermann Ratsimbanierana, 2012. "On some classes of normed and risk averse preferences," Journal of Economics, Springer, vol. 106(3), pages 267-282, July.
    • Handle: RePEc:kap:jeczfn:v:106:y:2012:i:3:p:267-282
    DOI: 10.1007/s00712-011-0233-9
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    References listed on IDEAS

    as
    1. Luenberger, David G., 1992. "Benefit functions and duality," Journal of Mathematical Economics, Elsevier, vol. 21(5), pages 461-481.
    2. Robert Chambers & Rolf Färe & John Quiggin, 2004. "Jointly radial and translation homothetic preferences: generalized constant risk aversion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 23(3), pages 689-699, March.
    3. W. Briec, 1997. "Minimum Distance to the Complement of a Convex Set: Duality Result," Journal of Optimization Theory and Applications, Springer, vol. 93(2), pages 301-319, May.
    4. Luenberger, David G, 1996. "Welfare from a Benefit Viewpoint," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 7(3), pages 445-462, April.
    5. David G. Luenberger, 1996. "Welfare from a benefit viewpoint (*)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 7(3), pages 445-462.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Normed preferences; Normed distance function; Benefit function; CARA preferences; Homotheticity; Risk aversion; D8; D2;
    All these keywords.

    JEL classification:

    • D8 - Microeconomics - - Information, Knowledge, and Uncertainty
    • D2 - Microeconomics - - Production and Organizations

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