Skip navigation
Skip navigation
A change is coming. Click to see a sneak peek of the new Open Research Repository.

Increasing and Decreasing Risk Aversion for Generalized Preferences

Download (963.33 kB)

Quiggin, John; Chambers, R. G

Description

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
URI: http://hdl.handle.net/1885/40528
http://digitalcollections.anu.edu.au/handle/1885/40528

Download

File Description SizeFormat Image
wp416.pdf963.33 kBAdobe PDFThumbnail
Show full item record


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

Updated:  17 November 2022/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator