Multivariate risk aversion with applications
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Publication:3316909
DOI10.1016/0270-0255(83)90056-8zbMATH Open0533.90010OpenAlexW4212879479MaRDI QIDQ3316909FDOQ3316909
Authors: J. K. Sengupta 
Publication date: 1983
Published in: Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0270-0255(83)90056-8
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- Generalized Expected Utility Analysis of Multivariate Risk Aversion
- Univariate and multivariate measures of risk aversion and risk premiums
- Correlated risks, bivariate utility and optimal choices
- Title not available (Why is that?)
- Some classes of multivariate risk measures
- Risk aversion for variational and multiple-prior preferences
- Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications
- Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom
- The location of a minimum variance squared distance functional
- Local utility and multivariate risk aversion
- Risk tomography
- Risk premium for dependent risks using utility copulas and risk aversion
- Measures of risk aversion with many commodities
- Understanding and measuring bivariate risk attitude: What can we learn from concordance?
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