Mixed Risk Aversion and Preference for Risk Disaggregation: A Story of Moments

2009 ◽  
Author(s):  
Patrick Roger
Keyword(s):  
Risk Aversion ◽  
Mixed Risk Aversion

Mixed Risk Aversion

1996 ◽  
Vol 71 (2) ◽  
pp. 485-513 ◽  
Author(s):  
Jordi Caballé ◽  
Alexey Pomansky
Keyword(s):  
Risk Aversion ◽  
Mixed Risk Aversion

Even (Mixed) Risk Lovers are Prudent: Comment

2013 ◽  
Vol 103 (4) ◽  
pp. 1536-1537 ◽  
Author(s):  
Sebastian Ebert
Keyword(s):  
Risk Aversion ◽  
Utility Functions ◽  
Mixed Risk Aversion

Crainich, Eeckhoudt, and Trannoy (2013) show that mixed risk lovers are prudent. I show that common risk loving utility functions may not exhibit mixed risk loving—as is typical for risk aversion and mixed risk aversion—and thus these traits should be carefully distinguished. In particular, risk lovers may be imprudent. (JEL D81)

Comparative Mixed Risk Aversion: Definition and Application to Self-Protection and Willingness to Pay

2004 ◽  
Vol 29 (3) ◽  
pp. 261-276 ◽  
Author(s):  
Kaïs Dachraoui ◽  
Georges Dionne ◽  
Louis Eeckhoudt ◽  
Philippe Godfroid
Keyword(s):  
Willingness To Pay ◽  
Risk Aversion ◽  
Mixed Risk Aversion ◽  
Self Protection
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