Stochastic Dominance and Absolute Risk Aversion
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- Jordi Caballé & Joan Esteban, 2003. "Stochastic Dominance and Absolute Risk Aversion," UFAE and IAE Working Papers 602.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Jordi Caballé & Joan Esteban, 2002. "Stochastic dominance and absolute risk aversion," Economics Working Papers 643, Department of Economics and Business, Universitat Pompeu Fabra.
- Jordi Caballé & Joan-Maria Esteban, 2003. "Stochastic Dominance and Absolute Risk Aversion," Working Papers 9, Barcelona Graduate School of Economics.
- Jordi Caballe & Joan Ma. Esteban, 2002. "Stochastic Dominance and Absolute Risk Aversion," UFAE and IAE Working Papers 506.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
References listed on IDEAS
- 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.
- Lambert, Peter J. & Hey, John D., 1979. "Attitudes to risk," Economics Letters, Elsevier, vol. 2(3), pages 215-218.
- Meyer, Jack, 1977. "Second Degree Stochastic Dominance with Respect to a Function," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(2), pages 477-487, June.
- repec:kap:geneva:v:43:y:2018:i:1:d:10.1057_s10713-018-0026-y is not listed on IDEAS
- Caballe, Jordi & Pomansky, Alexey, 1996. "Mixed Risk Aversion," Journal of Economic Theory, Elsevier, vol. 71(2), pages 485-513, November.
- Pratt, John W & Zeckhauser, Richard J, 1987. "Proper Risk Aversion," Econometrica, Econometric Society, vol. 55(1), pages 143-154, January.
- Hadar, Josef & Russell, William R, 1969. "Rules for Ordering Uncertain Prospects," American Economic Review, American Economic Association, vol. 59(1), pages 25-34, March.
- Alain Chateauneuf & Michéle Cohen & Isaac Meilijson, 2005.
"More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(3), pages 649-667, April.
- Chateauneuf, A. & Cohen, M. & Meilijson, I., 1997. "More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model," Papiers d'Economie MathÃ©matique et Applications 97.53, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
- Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2005. "More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00211906, HAL.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Eisenhauer, Joseph G., 2006. "Risk aversion and prudence in the large," Research in Economics, Elsevier, vol. 60(4), pages 179-187, December.
- Eisenhauer, Joseph G., 2010. "Rank-ordering of risk preferences with conventional and discrete measures," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(3), pages 291-297, August.
More about this item
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- D30 - Microeconomics - - Distribution - - - General
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