Behavior Towards Risk with Many Commodities
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(17)- A note on the generalised measures of risk aversion
- The risk aversion measure without the independence axiom
- Distributional efficiency in multiobjective stochastic linear programming
- Measures of risk aversion with expected and nonexpected utility
- Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom
- Wealth and the value of generalized lotteries
- Health and portfolio choices: a diffidence approach
- On the correspondence between multivariate risk aversion and risk aversion with state-dependent preferences
- Disentangling intertemporal substitution and risk aversion under the expected utility theorem
- Decision-theoretic aspects of risk-taking behaviour
- Local utility and multivariate risk aversion
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- Measures of risk aversion with many commodities
- Optimal investment, consumption-leisure, insurance and retirement choice
- Cost-reducing horizontal mergers that leave prices unchanged in models of spatial competition
- Multivariate decision-making
- A contribution to duality theory, applied to the measurement of risk aversion
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