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An Alternative Characterization of Decreasing Absolute Risk Aversion

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  • Dybvig, Philip H
  • Lippman, Steven A

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  • Dybvig, Philip H & Lippman, Steven A, 1983. "An Alternative Characterization of Decreasing Absolute Risk Aversion," Econometrica, Econometric Society, vol. 51(1), pages 223-224, January.
    • Handle: RePEc:ecm:emetrp:v:51:y:1983:i:1:p:223-24
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    Cited by:

    1. Gollier, Christian & Zeckhauser, Richard J, 2002. "Horizon Length and Portfolio Risk," Journal of Risk and Uncertainty, Springer, vol. 24(3), pages 195-212, May.
    2. Whelan, Karl, 2024. "Samuelson's Fallacy of Large Numbers With Decreasing Absolute Risk Aversion," CEPR Discussion Papers 19319, C.E.P.R. Discussion Papers.
    3. Minqiang Li, 2014. "On Aumann and Serrano’s economic index of risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(2), pages 415-437, February.
    4. Pirtea Marilen & Boţoc Claudiu, 2008. "Risk Aversion Behavior. Relationships Between Risk Aversion, Prudence And Cautiousness," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(10), pages 1-32.
    5. Vicky Henderson & David Hobson, 2013. "Risk Aversion, Indivisible Timing Options, and Gambling," Operations Research, INFORMS, vol. 61(1), pages 126-137, February.
    6. Ali E. Abbas, 2012. "Valuing Changes in Investment Opportunities," Operations Research, INFORMS, vol. 60(6), pages 1451-1460, December.
    7. , P. & ,, 2013. "A wealth-requirement axiomatization of riskiness," Theoretical Economics, Econometric Society, vol. 8(2), May.
    8. Thorlund-Petersen, Lars, 2001. "Third-degree stochastic dominance and axioms for a convex marginal utility function," Mathematical Social Sciences, Elsevier, vol. 41(2), pages 167-199, March.

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