Dachraoui, Kaïs; Dionne, Georges; Eeckhoudt, Louis; … - In: Journal of Risk and Uncertainty 29 (2004) 3, pp. 261-276
We analyze the optimal choices of agents with utility functions whose derivatives alternate in sign, an important class that includes most of the functions commonly used in economics and finance (Mixed Risk Aversion, MRA, Caballé and Pomansky, 1996). We propose a comparative mixed risk aversion...