From sure to strong diversification
Alain Chateauneuf () and
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL
This paper presents a characterization of weak risk aversion in terms of preference for sure diversification. Similarly, we show that strong risk aversion can be characterized by weakening preference for diversification, as introduced by Dekel , in what we name preference for strong diversification.
Keywords: diversification; Aversion faible pour le risque; aversion forte pour le risque; Weak risk aversion; strong risk aversion; diversification. (search for similar items in EconPapers)
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Published in 2005
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Journal Article: From sure to strong diversification (2007)
Working Paper: From sure to strong diversification (2007)
Working Paper: From sure to strong diversification (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:cesptp:halshs-00194670
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