On multivariate prudence (Q2447067)

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On multivariate prudence
scientific article

    Statements

    title
    On multivariate prudence (English)
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    author
    Elyès Jouini
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    Clotilde Napp
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    Diego C. Nocetti
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    publication date
    23 April 2014
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    zbMATH Keywords
    precautionary saving
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    multivariate risk
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    prudence
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    multivariate risk aversion
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    downside risk aversion
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    Identifiers

    zbMATH DE Number
    6287746
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