Browsing PERC Publications by Subject "relative risk aversion"

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    • Almost Stochastic Dominance: Magnitude Constraints on Risk Aversion 
      Liu, Liqun; Meyer, Jack (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2021-06-01)
      Almost stochastic dominance (ASD) extends conventional first and second degree stochastic dominance by placing restrictions on the variability in the first and second derivatives of utility. Such restrictions increase the ...