A contribution to duality theory, applied to the measurement of risk aversion (Q868602)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A contribution to duality theory, applied to the measurement of risk aversion |
scientific article; zbMATH DE number 5131189
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A contribution to duality theory, applied to the measurement of risk aversion |
scientific article; zbMATH DE number 5131189 |
Statements
A contribution to duality theory, applied to the measurement of risk aversion (English)
0 references
6 March 2007
0 references
The paper characterizes the relationship between an agent's risk attitudes over income and his risk attitudes over the goods he consumes with that income. The results are obtained by means of representation theorems for concave functions.
0 references
concavity
0 references
duality
0 references
homothetic preferences
0 references
cost curves
0 references
Bernoulli utility function
0 references
indirect utility function
0 references
production function
0 references
0.7866865396499634
0 references
0.7819453477859497
0 references
0.7818704843521118
0 references
0.769192636013031
0 references
0.7685219645500183
0 references
