Higher-Order Risk Attitudes

Author:

Eeckhoudt Louis,Schlesinger Harris

Publisher

Springer New York

Reference46 articles.

1. Arrow K (1965) Aspects of the theory of risk bearing. Yrjo Jahnssen Foundation, Helsinki

2. Bernoulli D (1738) Specimen Theoriae Novae de Mensura Sortis, Commentarii Academiae Scientiarum Imperialis Petropolitanae V:175–192. (Translated to English by L. Sommer, 1954, as “Exposition of a New Theory on the Measurement of Risk.” Econometrica 22, 23–36)

3. Bewley T (1977) The permanent income hypothesis: a theoretical formulation. J Econ Theory 16:252–292

4. Caballé J, Pomansky A (1996) Mixed risk aversion. J Econ Theory 71:485–513

5. Chiu WH (2005) Skewness preference, risk aversion, and the precedence relations on stochastic changes. Manag Sci 51:1816–828

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