Bringing order to rankings of utility functions by strong increases in nth order aversion to risk
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DOI: 10.1016/j.jmateco.2018.07.004
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Cited by:
- De Donno, Marzia & Menegatti, Mario, 2022. "On the relationship between comparisons of risk aversion of different orders," Journal of Mathematical Economics, Elsevier, vol. 102(C).
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Keywords
Schwarzian measure; Mixed risk aversion; n-monotone risk aversion;All these keywords.
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