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Comparative Mixed Risk Aversion

Author

Listed:
  • Dachraoui, K.
  • Dionne, G.
  • Eeckhoudt, L.
  • Godfroid, P.

Abstract

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.

Suggested Citation

  • Dachraoui, K. & Dionne, G. & Eeckhoudt, L. & Godfroid, P., 2000. "Comparative Mixed Risk Aversion," Ecole des Hautes Etudes Commerciales de Montreal- 00-10, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
  • Handle: RePEc:fth:etcori:00-10
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    Citations

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    Cited by:

    1. Dionne, Georges & Lebeau, Martin, 2010. "Le calcul de la valeur statistique d’une vie humaine," L'Actualité Economique, Société Canadienne de Science Economique, vol. 86(4), pages 487-530, décembre.
    2. Grönqvist, Erik, 2004. "Does Adverse Selection Matter? Evidence from a Natural Experiment," SSE/EFI Working Paper Series in Economics and Finance 575, Stockholm School of Economics.
    3. Loïc Berger, 2011. "Does Ambiguity Aversion Raise the Optimal Level of Effort? A Two-Period Model," Working Papers ECARES ECARES 2011-021, ULB -- Universite Libre de Bruxelles.

    More about this item

    Keywords

    RISK ; BEHAVIOUR ; UTILITY FUNCTIONS;
    All these keywords.

    JEL classification:

    • D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General

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