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Increasing and Decreasing Risk Aversion for Generalized Preferences

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

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