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Mixed Risk Aversion
Caballé, Jordi; Pomansky, Alexey - 1995
Persistent link: https://www.econbiz.de/10010335110
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Stochastic dominance and absolute risk aversion
Caballé, Jordi; Esteban, Joan - In: Social choice and welfare 28 (2007) 1, pp. 89-110
Persistent link: https://www.econbiz.de/10003405693
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Stochastic dominance and absolute risk aversion /Jordi Caballé and Joan Esteban
Caballé, Jordi (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702879
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Mixed risk aversion
Caballé, Jordi - In: Journal of economic theory 71 (1996) 2, pp. 485-513
Persistent link: https://www.econbiz.de/10001212771
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Complete monotonicity, background risk, and risk aversion
Caballé, Jordi - In: Mathematical social sciences 34 (1997) 3, pp. 205-222
Persistent link: https://www.econbiz.de/10001237648
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Complete monotonicity, background risk, and risk aversion
Caballé, Jordi; Pomanskij, Aleksej Borisovič - 1996
Persistent link: https://www.econbiz.de/10000949049
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Mixed Risk Aversion
Caballé, Jordi; Pomansky, Alexey - Institutet för Näringslivsforskning (IFN) - 1995
No abstract.
Persistent link: https://www.econbiz.de/10010611596
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Stochastic Dominance and Absolute Risk Aversion
Caballé, Jordi; Esteban, Joan Maria - 2003
In this paper we propose the infimum of the Arrow-Pratt index of absolute risk aversion as a measure of global risk aversion of a utility function. We then show that, for any given arbitrary pair of distributions, there exists a threshold level of global risk aversion such that all increasing...
Persistent link: https://www.econbiz.de/10014086925