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Comparative higher-degree Ross risk aversion
Authors:Jingyuan Li
Affiliation:School of Management, Huazhong University of Science and Technology, Wuhan 430074, China
Abstract:We provide generalized comparative global conditions for higher-degree Ross risk aversion, which are similar to those studied by Ross for risk aversion. This generalization corresponds to the special cases of comparative risk aversion as developed by Ross (1981) and of comparative downside risk aversion as developed by Modica and Scarsini (2005).
Keywords:D81
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