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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


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