Skip navigation
Skip navigation

Increasing and Decreasing Risk Aversion for Generalized Preferences

Quiggin, John; Chambers, R. G


In this paper, concepts of comparative risk aversion are developed for generalized risk averse preferences. These measures are applied to the development of general concepts of increasing and decreasing risk aversion. A range of comparative static results for expected utility theory are generalized and extended.

CollectionsANU Research Publications
Date published: 2001
Type: Working/Technical Paper


File Description SizeFormat Image
wp416.pdf963.33 kBAdobe PDFThumbnail

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  19 May 2020/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator