Title of article :
Comparative higher-degree Ross risk aversion
Author/Authors :
Li، نويسنده , , Jingyuan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Pages :
4
From page :
333
To page :
336
Abstract :
We provide generalized comparative global conditions for higher-degree Ross risk aversion, which are similar to those studied by Ross for risk aversion. This generalization corresponds to the special cases of comparative risk aversion as developed by Ross (1981) and of comparative downside risk aversion as developed by Modica and Scarsini (2005).
Keywords :
Comparative statics , Higher-degree Ross risk aversion , Risk premium
Journal title :
Insurance Mathematics and Economics
Serial Year :
2009
Journal title :
Insurance Mathematics and Economics
Record number :
1543868
Link To Document :
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