On Multivariate Risk Aversion
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Publication:3869047
DOI10.2307/1914007zbMath0431.90013OpenAlexW2038291661MaRDI QIDQ3869047
Publication date: 1979
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1914007
matrix measuremultivariate risk aversionrisk sharingvon Neumann-Morgenstern utility functionlocal risk aversioncontingent payment plansrelative risk averseness
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