Constant, Increasing and Decreasing Risk Aversion with Many Commodities
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Publication:3929348
DOI10.2307/2296884zbMath0474.90013OpenAlexW2038119447MaRDI QIDQ3929348
Richard Kihlstrom, Leonard J. Mirman
Publication date: 1981
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2296884
ordinal preferencesrisk aversionportfolio selectionsavings behaviormany commoditiescontinuous convex monotonic homothetic preference orderingleast concave representationutility functions of many variables
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