Measures of risk aversion with many commodities

DOI10.1016/0165-1765(83)90168-4MaRDI QIDQ374740zbMATH OpenOpenAlexFDO

Authors Dilip B. Madan

Publication date 24 October 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(83)90168-4

Mathematics Subject Classification ID

Utility theory (91B16)

Recommendations

• Univariate and multivariate measures of risk aversion and risk premiums
• Measures of risk aversion with expected and nonexpected utility
• Measuring risk aversion
• Global measures of risk aversion
• Multivariate risk aversion with applications
• Multivariate Risk Aversion and Consumer Choice
• On the magnitude of relative risk aversion
• Risk aversion: a qualitative approach and quantitative estimates

Cites work

• Approximation of convex preferences
• Behavior Towards Risk with Many Commodities
• Concavifiability and constructions of concave utility functions
• Constant, Increasing and Decreasing Risk Aversion with Many Commodities
• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• Least concave utility functions

Cited in

(9)

• Risk measurement in semimartingale models with multiple consumption goods
• Global measures of risk aversion
• Univariate and multivariate measures of risk aversion and risk premiums
• Multidimensional risk aversion: the cardinal sin
• Measuring risk aversion
• Multivariate Risk Aversion and Consumer Choice
• On the magnitude of relative risk aversion
• Arrow-Pratt Measures of Risk Aversion: The Multivariate Case
• scientific article; zbMATH DE number 4118105 (Why is no real title available?)

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