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A General Index of Absolute Risk Attitude

Citations

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Cited by:

  1. Chuang, O-Chia & Eeckhoudt, Louis & Huang, Rachel J. & Tzeng, Larry Y., 2013. "Risky targets and effort," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 465-468.
  2. Castaño-Martínez, A. & Pigueiras, G. & Ramos, C.D. & Sordo, M.A., 2025. "Ordering higher risks in Yaari's dual theory," Insurance: Mathematics and Economics, Elsevier, vol. 125(C).
  3. Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013. "Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 51744, University Library of Munich, Germany.
  4. Huang, James & Stapleton, Richard, 2015. "The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence," Economics Letters, Elsevier, vol. 134(C), pages 34-36.
  5. Wei, Wei, 2017. "Joint stochastic orders of high degrees and their applications in portfolio selections," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 141-148.
  6. Liu, Liqun & Meyer, Jack, 2013. "Substituting one risk increase for another: A method for measuring risk aversion," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2706-2718.
  7. Wang, Hongxia & Zhou, Lin & Dai, Peng-Fei & Xiong, Xiong, 2022. "Moment conditions for fractional degree stochastic dominance," Finance Research Letters, Elsevier, vol. 49(C).
  8. Larry Y. Tzeng & Rachel J. Huang & Pai-Ta Shih, 2013. "Revisiting Almost Second-Degree Stochastic Dominance," Management Science, INFORMS, vol. 59(5), pages 1250-1254, May.
  9. Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Almost Stochastic Dominance and Moments," MPRA Paper 49274, University Library of Munich, Germany.
  10. Li, Jingyuan & Wang, Jianli & Zhou, Lin, 2024. "Correlation aversion and bivariate stochastic dominance with respect to reference functions," Insurance: Mathematics and Economics, Elsevier, vol. 118(C), pages 157-174.
  11. Rachel J. Huang & Larry Y. Tzeng & Lin Zhao, 2020. "Fractional Degree Stochastic Dominance," Management Science, INFORMS, vol. 66(10), pages 4630-4647, October.
  12. Doron Nisani & Amit Shelef, 2021. "A statistical analysis of investor preferences for portfolio selection," Empirical Economics, Springer, vol. 61(4), pages 1883-1915, October.
  13. Cary Deck & Rachel J. Huang & Larry Y. Tzeng & Lin Zhao, 2025. "A Simple Approach for Measuring Higher-Order Arrow-Pratt Coefficients of Risk Aversion," Management Science, INFORMS, vol. 71(8), pages 6979-6996, August.
  14. James Huang & Richard Stapleton, 2017. "Higher-order risk vulnerability," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 387-406, February.
  15. Michel Denuit & Liqun Liu, 2014. "Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance," Theory and Decision, Springer, vol. 76(2), pages 287-295, February.
  16. Fousseni Chabi-Yo, 2012. "Pricing Kernels with Stochastic Skewness and Volatility Risk," Management Science, INFORMS, vol. 58(3), pages 624-640, March.
  17. Tao Yuqing & Mei Jie & Cheng Wen & Zou Sijie, 2019. "Precautionary Effort Investment under Cross Risk Aversion," Journal of Systems Science and Information, De Gruyter, vol. 7(4), pages 344-358, August.
  18. Wang, Jianli & Wang, Hongxia & Li, Jingyuan, 2025. "Substituting one risk increase for another: Extension and application," Economics Letters, Elsevier, vol. 247(C).
  19. Antoine Bommier & François Le Grand, 2019. "Risk Aversion and Precautionary Savings in Dynamic Settings," Management Science, INFORMS, vol. 65(3), pages 1386-1397, March.
  20. AJ A. Bostian & Christoph Heinzel, 2018. "Comparative precautionary saving under higher-order risk and recursive utility," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 95-114, May.
  21. Liqun Liu & Jack Meyer, 2012. "Decreasing absolute risk aversion, prudence and increased downside risk aversion," Journal of Risk and Uncertainty, Springer, vol. 44(3), pages 243-260, June.
  22. Mucahit Aygun & Roger J. A. Laeven & Mitja Stadje, 2025. "Higher-Order Ambiguity Attitudes," Papers 2501.13143, arXiv.org.
  23. Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013. "A note on almost stochastic dominance," Economics Letters, Elsevier, vol. 121(2), pages 252-256.
  24. AJ A. Bostian & Christoph Heinzel, 2018. "Comparative precautionary saving under higher-order risk and recursive utility," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 95-114, May.
  25. Denuit, Michel & Liu, Liqun, 2013. "Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance," LIDAM Discussion Papers ISBA 2013007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  26. Tiantian Mao & Ruodu Wang & Lin Zhao, 2026. "Characterizing Fractional-Degree Stochastic Dominance by Invariance Laws," Decision Analysis, INFORMS, vol. 23(2), pages 149-171, June.
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