Huang, James; Stapleton, Richard Higher-order risk vulnerability. (English) Zbl 1404.91139 Econ. Theory 63, No. 2, 387-406 (2017). MSC: 91B30 91B16 PDFBibTeX XMLCite \textit{J. Huang} and \textit{R. Stapleton}, Econ. Theory 63, No. 2, 387--406 (2017; Zbl 1404.91139) Full Text: DOI Link
Huang, James; Stapleton, Richard The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence. (English) Zbl 1364.91053 Econ. Lett. 134, 34-36 (2015). MSC: 91B16 PDFBibTeX XMLCite \textit{J. Huang} and \textit{R. Stapleton}, Econ. Lett. 134, 34--36 (2015; Zbl 1364.91053) Full Text: DOI Link
Huang, James Convex and decreasing absolute risk aversion is proper. (English) Zbl 1310.91064 Econ. Lett. 125, No. 1, 123-125 (2014). MSC: 91B16 PDFBibTeX XMLCite \textit{J. Huang}, Econ. Lett. 125, No. 1, 123--125 (2014; Zbl 1310.91064) Full Text: DOI
Hara, Chiaki; Huang, James; Kuzmics, Christoph Effects of background risks on cautiousness with an application to a portfolio choice problem. (English) Zbl 1244.91030 J. Econ. Theory 146, No. 1, 346-358 (2011). MSC: 91B08 91B16 91G10 PDFBibTeX XMLCite \textit{C. Hara} et al., J. Econ. Theory 146, No. 1, 346--358 (2011; Zbl 1244.91030) Full Text: DOI