Decreasing Ross Risk Aversion: Higher-order Generalizations and Implications

Research output

Research output per year 2014 2014 2016 2016

• 3 Journal Article (refereed)

Research output per year

Research output per year

Search results

• 2016

  Confidence band for expectation dependence with applications

  GUO, X. & LI, J., May 2016, In: Insurance : Mathematics and Economics. 68, p. 141-149 9 p.

  Research output: Journal Publications › Journal Article (refereed) › peer-review

  • Confidence Band 100%
  • Risk Aversion 25%
  • Confidence Interval 25%
  • Probability of Coverage 25%
  • Risky Asset 25%
  4 Citations (Scopus)

• Risk aversion with two risks : a theoretical extension

  LI, J., LIU, D. & WANG, J., Mar 2016, In: Journal of Mathematical Economics. 63, p. 100-105 6 p.

  Research output: Journal Publications › Journal Article (refereed) › peer-review

  • Risk Aversion 100%
  8 Citations (Scopus)
• 2014

  Comparative Ross risk aversion in the presence of mean dependent risks

  DIONNE, G. & LI, J., Mar 2014, In: Journal of Mathematical Economics. 51, p. 128-135 8 p.

  Research output: Journal Publications › Journal Article (refereed) › peer-review
  3 Citations (Scopus)