On multivariate prudence
From MaRDI portal
Recommendations
- Saving motives and multivariate precautionary premia
- Precautionary saving: a taxonomy of prudence
- Arrow-Pratt Measures of Risk Aversion: The Multivariate Case
- On the precautionary motive for savings and prudence in the rank-dependent utility framework
- Generalized Expected Utility Analysis of Multivariate Risk Aversion
Cites work
- scientific article; zbMATH DE number 3342731 (Why is no real title available?)
- A note on comparative downside risk aversion
- Correlated risks, bivariate utility and optimal choices
- Ecological discounting
- Empirical Evidence on the Law of Demand
- Exploring higher order risk effects
- Greater downside risk aversion in the large
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- On Multivariate Risk Aversion
- On the intensity of downside risk aversion
- Precautionary saving in the presence of other risks
- Precautionary saving in the presence of other risks: a comment
- Risk Aversion in the Small and in the Large
- Standard Risk Aversion
- Stronger measures of higher-order risk attitudes
Cited in
(7)- The marginal propensity to consume and multidimensional risk
- Health and portfolio choices: a diffidence approach
- On risk aversion under fuzzy random data
- Correlation aversion and bivariate stochastic dominance with respect to reference functions
- Risk aversion, prudence and mixed optimal saving models
- Intensity of preferences for bivariate risk apportionment
- Saving motives and multivariate precautionary premia
This page was built for publication: On multivariate prudence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2447067)
