On Multivariate Risk Aversion
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(22)- A note on the generalised measures of risk aversion
- Multivariate risk premiums
- Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom
- Univariate and multivariate measures of risk aversion and risk premiums
- On risk aversion under fuzzy random data
- Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method
- Health and portfolio choices: a diffidence approach
- On the correspondence between multivariate risk aversion and risk aversion with state-dependent preferences
- A strong (Ross) characterization of multivariate risk aversion
- Concavity, stochastic utility, and risk aversion
- On multivariate prudence
- Multidimensional risk aversion: the cardinal sin
- Decomposing the cross derivatives of a multiattribute utility function into risk attitude and value
- Investment decisions when utility depends on wealth and other attributes
- Risk aversion, prudence and mixed optimal saving models
- Discrete time Wishart term structure models
- Risk, ambiguity, and state-preference theory
- Intensity of the sense of fairness: Measurement and behavioral characterization
- Bi-attribute utility preference robust optimization: a continuous piecewise linear approximation approach
- A contribution to duality theory, applied to the measurement of risk aversion
- Risk neutrality regions
- A note on risk aversion and multivariate, state-dependent preferences
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