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Comparative Mixed Risk Aversion

K. Dachraoui, Georges Dionne, Louis Eeckhoudt and P. Godfroid

Ecole des Hautes Etudes Commerciales de Montreal- from Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques.

Abstract: Recently, Caballi and Pomansky (1996) proposed a formal definition of mixed risk aversion and characterized stochastic dominance in presence of such utility functions. However they did not study comparative mixed risk aversion. In this note we give a sufficient condition for analytic comparative mixed risk aversion.

Keywords: RISK; BEHAVIOUR; UTILITY FUNCTIONS (search for similar items in EconPapers)
JEL-codes: D80 (search for similar items in EconPapers)
Date: 2000
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