Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom

DOI10.1016/0022-0531(92)90086-WzbMath0763.90008WikidataQ114685250 ScholiaQ114685250MaRDI QIDQ1190247

Simon Grant, Atsushi Kajii, Ben Polak

Publication date: 27 September 1992

Published in: Journal of Economic Theory (Search for Journal in Brave)

zbMATH Keywords

independence axiomincome risk aversionmany-good lotteries

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Related Items

Risk neutrality regions ⋮ Fear of loss, inframodularity, and transfers ⋮ Many good choice axioms: When can many-good lotteries be treated as money lotteries? ⋮ Increasing uncertainty: a definition ⋮ Intrinsic preference for information ⋮ On risk aversion with two risks

Cites Work

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