First-order (conditional) risk aversion, background risk and risk diversification

Georges DIONNE, Jingyuan LI

Lingnan University

Research output: Other Conference Contributions › Conference Paper (other) › Research › peer-review

1 Journal Article (refereed)

1 results

2014

When can expected utility handle first-order risk aversion?
DIONNE, G. & LI, J., Nov 2014, In: Journal of Economic Theory. 154, p. 403-422 20 p.
Research output: Journal Publications › Journal Article (refereed) › peer-review

9 Citations (Scopus)