Measures of risk aversion with many commodities

DOI10.1016/0165-1765(83)90168-4zbMath1273.91240OpenAlexW2026071108MaRDI QIDQ374740

Dilip B. Madan

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(83)90168-4

Mathematics Subject Classification ID

Related Items (1)

Risk measurement in semimartingale models with multiple consumption goods

Cites Work

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• Least concave utility functions
• Concavifiability and constructions of concave utility functions
• Approximation of convex preferences
• Constant, Increasing and Decreasing Risk Aversion with Many Commodities
• Behavior Towards Risk with Many Commodities

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