Multivariate constant risk posture

DOI10.1016/0022-0531(75)90003-4zbMath0318.90007OpenAlexW2041898982MaRDI QIDQ1222570

Uriel G. Rothblum

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1016/0022-0531(75)90003-4

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (5)

A strong (Ross) characterization of multivariate risk aversion ⋮ Interval scalability of rank-dependent utility ⋮ Optimal halting policies in Markov population decision chains with constant risk posture ⋮ Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom ⋮ Constant risk aversion in stochastic contests with exponential completion times

Cites Work

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• Risk Aversion in the Small and in the Large
• Additive von Neumann-Morgenstern Utility Functions
• A general theory of measurement applications to utility
• Homogeneous Von Neumann-Morgenstern Utility Functions
• Quasi‐separable utility functions
• Utility Functions for Multiattributed Consequences
• Utility Independence and Preferences for Multiattributed Consequences
• Risk-Sensitive Markov Decision Processes
• The Risk Independence Axiom
• Risk Independence and Multiattributed Utility Functions

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