A strong (Ross) characterization of multivariate risk aversion
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Publication:1891346
DOI10.1007/BF01079497zbMath0827.90010MaRDI QIDQ1891346
Publication date: 13 December 1995
Published in: Theory and Decision (Search for Journal in Brave)
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Cites Work
- Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour
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- Multivariate constant risk posture
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- "Expected Utility" Analysis without the Independence Axiom
- Risk Aversion and Saving Behavior: Summary and Extension
- Efficiency Analysis for Multivariate Distributions
- A Matrix Measure of Multivariate Local Risk Aversion
- Risk Aversion in the Small and in the Large
