Arrow-Pratt Measures of Risk Aversion: The Multivariate Case

DOI10.2307/2527041zbMath0743.90035OpenAlexW2044841120MaRDI QIDQ3986367

Haim Levy, Azriel Levy

Publication date: 27 June 1992

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2527041

zbMATH Keywords

Arrow-Pratt measures of risk aversionmultivariate risk indexesrisk premium vector

Mathematics Subject Classification ID

Utility theory (91B16) Statistical methods; economic indices and measures (91B82)

Related Items (2)

A contribution to duality theory, applied to the measurement of risk aversion ⋮ Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method

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