Restricted increases in risk aversion and their application

B-Tier
Journal: Economic Theory
Year: 2017
Volume: 64
Issue: 1
Pages: 161-181

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Abstract This paper proposes additional definitions of what it means for one decision maker to be more risk averse than another. These definitions build on the strongly more risk averse definition presented by Ross (Econometrica 49:621–663, 1981). Using examples from portfolio choice, self-protection and insurance demand, it is shown that these definitions of increased risk aversion facilitate clear-cut comparative statics analysis in decision models where traditional concepts of increased risk aversion are insufficient.

Technical Details

RePEc Handle
repec:spr:joecth:v:64:y:2017:i:1:d:10.1007_s00199-016-0978-z
Journal Field
Theory
Author Count
3
Added to Database
2026-01-25