On the correspondence between multivariate risk aversion and risk aversion with state-dependent preferences

DOI10.1016/0022-0531(83)90106-0zbMath0511.90005OpenAlexW1995227831MaRDI QIDQ1839178

Edi Karni

Publication date: 1983

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

Full work available at URL: http://ageconsearch.umn.edu/record/275340

zbMATH Keywords

multivariate risk aversioncorrespondencerisk aversion with state- dependent preferences

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (2)

Mean utility preserving increases in risk for state dependent utility functions ⋮ A note on risk aversion and multivariate, state-dependent preferences

Cites Work

• Unnamed Item
• Unnamed Item
• On Multivariate Risk Aversion
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• Optimal insurance and generalized deductibles
• A Matrix Measure of Multivariate Local Risk Aversion
• Risk Aversion in the Small and in the Large
• Behavior Towards Risk with Many Commodities

This page was built for publication: On the correspondence between multivariate risk aversion and risk aversion with state-dependent preferences