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Substituting one risk increase for another : a method for measuring risk aversion
Liu, Liqun; Meyer, Jack - In: Journal of economic theory 148 (2013) 6, pp. 2706-2718
Persistent link: https://www.econbiz.de/10010257901
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A separation theorem for the weak s-convex orders
Denuit, Michel; Liu, Liqun; Meyer, Jack - In: Insurance / Mathematics & economics 59 (2014), pp. 279-284
Persistent link: https://www.econbiz.de/10010469999
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Tradeoffs for downside risk-averse decision-makers and the self-protection decision
Denuit, Michel; Eeckhoudt, Louis R.; Liu, Liqun; Meyer, Jack - In: The Geneva risk and insurance review 41 (2016) 1, pp. 19-47
Persistent link: https://www.econbiz.de/10011447270
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Normalized measures of concavity and Ross's strongly more risk averse order
Liu, Liqun; Meyer, Jack - In: Journal of risk and uncertainty : JRU 47 (2013) 2, pp. 185-198
Persistent link: https://www.econbiz.de/10010222374
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Stochastic superiority
Liu, Liqun; Meyer, Jack - In: Journal of risk and uncertainty 62 (2021) 3, pp. 225-246
Persistent link: https://www.econbiz.de/10012656779
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Decreasing absolute risk aversion, prudence and increased downside risk aversion
Liu, Liqun; Meyer, Jack - In: Journal of risk and uncertainty : JRU 44 (2012) 3, pp. 243-260
Persistent link: https://www.econbiz.de/10009631264
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Restricted increases in risk aversion and their application
Eeckhoudt, Louis R.; Liu, Liqun; Meyer, Jack - In: Economic theory : official journal of the Society for … 64 (2017) 1, pp. 161-181
Persistent link: https://www.econbiz.de/10011723693
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Risk and risk aversion effects in contests with contingent payments
Liu, Liqun; Meyer, Jack; Rettenmaier, Andrew J.; … - In: Journal of risk and uncertainty : JRU 56 (2018) 3, pp. 289-305
Persistent link: https://www.econbiz.de/10012022877
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The increasing convex order and the trade-off of size for risk
Liu, Liqun; Meyer, Jack - In: The journal of risk and insurance : the journal of the … 84 (2017) 3, pp. 881-897
Persistent link: https://www.econbiz.de/10011749141
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Normalized measures of concavity and Ross’s strongly more risk averse order
Liu, Liqun; Meyer, Jack - In: Journal of Risk and Uncertainty 47 (2013) 2, pp. 185-198
The Arrow-Pratt (A-P) definitions of absolute and relative risk aversion dominate the discussion of risk aversion and defining “more risk averse”. Ross (Econometrica 49:621–663, <CitationRef CitationID="CR17">1981</CitationRef>) notes, however, that being A-P more risk averse is not sufficient for addressing many important...</citationref>
Persistent link: https://www.econbiz.de/10010987819