Local Utility and Multivariate Risk Aversion

DOI10.1287/moor.2015.0736zbMath1382.91042arXiv2102.06075OpenAlexW3126560425MaRDI QIDQ2806814

Marc Henry, Arthur Charpentier, Alfred Galichon

Publication date: 19 May 2016

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.06075

zbMATH Keywords

multivariate risk aversionpessimismlocal utilitymultivariate Bickel-Lehmann dispersionmultivariate rank dependent utility

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

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