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Risk vulnerability: a graphical interpretation

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  • EECKHOUDT, Louis
  • Rey, Béatrice

Abstract

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Suggested Citation

  • EECKHOUDT, Louis & Rey, Béatrice, 2011. "Risk vulnerability: a graphical interpretation," LIDAM Reprints CORE 2348, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:2348
    DOI: 10.1007/s11238-009-9173-z
    Note: In : Theory and Decision, 71(2), 227-234, 2011
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    References listed on IDEAS

    as
    1. Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2006. "Multiplicative Background Risk," Management Science, INFORMS, vol. 52(1), pages 146-153, January.
    2. Gollier, Christian & Pratt, John W, 1996. "Risk Vulnerability and the Tempering Effect of Background Risk," Econometrica, Econometric Society, vol. 64(5), pages 1109-1123, September.
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    Cited by:

    1. Stephen G. Pauker, 2014. "Moments When Utilities Are Functional," Medical Decision Making, , vol. 34(1), pages 4-7, January.
    2. Claudio A. Bonilla & Marcos Vergara, 2021. "Risk aversion, downside risk aversion, and the transition to entrepreneurship," Theory and Decision, Springer, vol. 91(1), pages 123-133, July.
    3. Michel Denuit & Béatrice Rey, 2014. "Benchmark values for higher order coefficients of relative risk aversion," Theory and Decision, Springer, vol. 76(1), pages 81-94, January.

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