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On Multivariate Risk Aversion - MaRDI portal

On Multivariate Risk Aversion (Q3869047)

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scientific article
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English
On Multivariate Risk Aversion
scientific article

    Statements

    title
    On Multivariate Risk Aversion (English)
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    author
    Edi Karni
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    published in
    Econometrica
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    publication date
    1979
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    zbMATH Keywords
    multivariate risk aversion
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    von Neumann-Morgenstern utility function
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    matrix measure
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    local risk aversion
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    risk sharing
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    contingent payment plans
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    relative risk averseness
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    Identifiers

    DOI
    10.2307/1914007
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    zbMATH DE Number
    3671974
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    OpenAlex ID
    W2038291661
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