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Risk aversion in the small and Jensen inequalities

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  • Luigi Montrucchio
  • Luisa Tibiletti

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  • Luigi Montrucchio & Luisa Tibiletti, 1993. "Risk aversion in the small and Jensen inequalities," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 16(2), pages 21-37, September.
    • Handle: RePEc:spr:decfin:v:16:y:1993:i:2:p:21-37
    DOI: 10.1007/BF02095123
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    References listed on IDEAS

    as
    1. Montrucchio, Luigi, 1987. "Lipschitz continuous policy functions for strongly concave optimization problems," Journal of Mathematical Economics, Elsevier, vol. 16(3), pages 259-273, June.
    2. Jean-Philippe Vial, 1983. "Strong and Weak Convexity of Sets and Functions," Mathematics of Operations Research, INFORMS, vol. 8(2), pages 231-259, May.
    3. VIAL, Jean-Philippe, 1983. "Strong and weak convexity of sets and functions," LIDAM Reprints CORE 529, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Segal, Uzi & Spivak, Avia, 1990. "First order versus second order risk aversion," Journal of Economic Theory, Elsevier, vol. 51(1), pages 111-125, June.
    5. Montrucchio, Luigi & Peccati, Lorenzo, 1991. "A note on Shiu--Fisher--Weil immunization theorem," Insurance: Mathematics and Economics, Elsevier, vol. 10(2), pages 125-131, July.
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