On multivariate prudence
From MaRDI portal
Publication:2447067
DOI10.1016/j.jet.2012.10.007zbMath1285.91043OpenAlexW2010757459MaRDI QIDQ2447067
Clotilde Napp, Elyès Jouini, Diego C. Nocetti
Publication date: 23 April 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00635558/document
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (5)
Intensity of preferences for bivariate risk apportionment ⋮ On risk aversion under fuzzy random data ⋮ The marginal propensity to consume and multidimensional risk ⋮ Health and portfolio choices: a diffidence approach ⋮ Unnamed Item
Cites Work
- Unnamed Item
- Correlated risks, bivariate utility and optimal choices
- On the intensity of downside risk aversion
- Ecological discounting
- Precautionary saving in the presence of other risks: a comment
- Greater downside risk aversion in the large
- Stronger measures of higher-order risk attitudes
- Precautionary saving in the presence of other risks
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- A note on comparative downside risk aversion
- Exploring Higher Order Risk Effects
- Empirical Evidence on the Law of Demand
- On Multivariate Risk Aversion
- Standard Risk Aversion
- Risk Aversion in the Small and in the Large
This page was built for publication: On multivariate prudence