Recently, Caballi and Pomansky (1996) proposed a formal definition of mixed risk aversion and characterized stochastic dominance in presence of such utility functions. However they did not study comparative mixed risk aversion. In this note we give a sufficient condition for analytic comparative mixed risk aversion.
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Length: 7 pages Date of creation: 2000 Date of revision: Handle: RePEc:fth:etcori:00-10
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