Risk neutrality regions (Q899506): Difference between revisions

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+https://doi.org/10.1016/j.jmateco.2015.10.010
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+Values of Markets with a Continuum of Traders
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+Q3888785
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+Least concave utility functions
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+A Matrix Measure of Multivariate Local Risk Aversion
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+Über konvexe Funktionen mit vorgeschriebenen Niveaumannigfaltigkeiten
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+Sulle stratificazioni convesse
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+Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom
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+Violation of the law of demand
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+On Multivariate Risk Aversion
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+Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors
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+Constant, Increasing and Decreasing Risk Aversion with Many Commodities
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+Payoff kinks in preferences over lotteries
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+Q5821521
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+Additive Utility Functions and Linear Engel Curves
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+Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
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+Q5599348
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+Time preferences, conditional risk preference, and two-period cardinal utility
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+Dominance Axioms and Multivariate Nonexpected Utility Preferences
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+An OCE Analysis of the Effect of Uncertainty on Saving Under Risk Preference Independence
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+Prospect Theory
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+Q5818928
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+Publication:899506