Dachraoui, K.; Dionne, G.; Eeckhoudt, L.; Godfroid, P. - HEC Montréal (École des Hautes Études Commerciales) - 2000
Recently, Caballi and Pomansky (1996) proposed a formal definition of mixed risk aversion and characterized stochastic dominance in presence of such utility functions. However they did not study comparative mixed risk aversion. In this note we give a sufficient condition for analytic comparative...