From sure to strong diversification

Alain Chateauneuf and Ghizlane Lakhnati

Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL

Abstract: 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 [11], in what we name preference for strong diversification.

Keywords: aversion faible pour le risque; aversion forte pour le risque; diversification; strong risk aversion; Weak risk aversion (search for similar items in EconPapers)
Date: 2005-04
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00194670
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Citations: View citations in EconPapers (6)

Published in 2005

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Related works:
Journal Article: From sure to strong diversification (2007)
Working Paper: From sure to strong diversification (2007)
Working Paper: From sure to strong diversification (2007)
Working Paper: From sure to strong diversification (2005)
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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