Comparative Mixed Risk Aversion

Kaı̈s Dachraoui · Georges Dionne · Louis Eeckhoudt · Philippe Godfroid

4 citations0/0 files storedRePEc: Research Papers in Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Decision-Making and Behavioral Economics Probability and Statistical Research Risk and Portfolio Optimization

Abstract

Recently, Caballé 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.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 4 citations exist upstream.

Cited by

2011Does Ambiguity Aversion Raise the Optimal Level of Effort? A Two-Period Model

Imported from OpenAlex (CC0) — nothing here is generated.