A contribution to duality theory, applied to the measurement of risk aversion

DOI10.1007/s00199-005-0053-7zbMath1117.91020OpenAlexW2162737975WikidataQ57836371 ScholiaQ57836371MaRDI QIDQ868602

John K.-H. Quah, Juan-Enrique Martinez-Legaz

Publication date: 6 March 2007

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-005-0053-7

zbMATH Keywords

concavitydualityproduction functionhomothetic preferencescost curvesindirect utility functionBernoulli utility function

Mathematics Subject Classification ID

Utility theory (91B16) Individual preferences (91B08) Consumer behavior, demand theory (91B42)

Related Items

Welfare variations and the comparative statics of demand, Preferences over location-scale family

Cites Work

• Unnamed Item
• Unnamed Item
• On Multivariate Risk Aversion
• Constant, Increasing and Decreasing Risk Aversion with Many Commodities
• Arrow-Pratt Measures of Risk Aversion: The Multivariate Case
• Risk Aversion and Consumer Preferences
• A Matrix Measure of Multivariate Local Risk Aversion
• The Monotonicity of Individual and Market Demand
• Risk Aversion in the Small and in the Large
• The Law of Demand and Risk Aversion
• Behavior Towards Risk with Many Commodities