IJPAM: Volume 87, No. 4 (2013)
AND HEALTHY BEHAVIORS
Department of Economics
Advanced School of Economics
Ca' Foscari University of Venice
San Giobbe, Cannaregio 873, 30121 Venezia, ITALY
Abstract. In the context of time varying utility of wealth, this paper analyzes risk behavior in the case of a Decision Maker who can differently act as a Buyer or a Seller in order to study the appealing concept of size-of-risk attitude. Sufficient conditions ensuring existence and regularity of the proposed definitions are presented, both in the case of temporal size-of-risk aversion both in the case of instantaneous size-of-risk aversion. Sufficient conditions ensuring such behaviors are then investigated.
Received: August 26, 2013
AMS Subject Classification: 91B06, 91B16, 90B50
Key Words and Phrases: size-of-risk attitude, temporal utility, Buyer-Seller viewpoints
Download paper from here.
DOI: 10.12732/ijpam.v87i4.14 How to cite this paper?
Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395