Normalized measures of concavity and Ross’s strongly more risk averse order
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11166-013-9173-9.pdf
Reference19 articles.
1. Arrow, K. J. (1974). Essays in the theory of risk-bearing. Chicago: Markham.
2. Crainich, D., & Eeckhoudt, L. (2008). On the intensity of downside risk aversion. Journal of Risk and Uncertainty, 36, 267–276.
3. Denuit, M., & Eeckhoudt, L. (2010). Stronger measures of higher-order risk attitudes. Journal of Economic Theory, 145, 2027–2036.
4. Denuit, M., Eeckhoudt, L., & Schlesinger, H. (2013). When Ross meets Bell: The linex utility function. Journal of Mathematical Economics, 49, 177–182.
5. Eeckhoudt, L., & Schlesinger, H. (1994). Increases in prudence and increases in risk aversion. Economics Letters, 45, 51–53.
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