On multivariate prudence
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Publication:2447067
DOI10.1016/j.jet.2012.10.007zbMath1285.91043OpenAlexW2010757459MaRDI QIDQ2447067
Clotilde Napp, Elyès Jouini, Diego C. Nocetti
Publication date: 23 April 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00635558/document
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Related Items (5)
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Cites Work
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- Precautionary saving in the presence of other risks
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- A note on comparative downside risk aversion
- Exploring Higher Order Risk Effects
- Empirical Evidence on the Law of Demand
- On Multivariate Risk Aversion
- Standard Risk Aversion
- Risk Aversion in the Small and in the Large
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