Multivariate Risk Aversion and Consumer Choice

DOI10.2307/2527172MaRDI QIDQ3479758zbMATH OpenOpenAlexFDO

Authors Edward E. Schlee

Publication date 1990

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2527172

zbMATH Keywords

consumer choicemultiple sources of riskrisk aversiontwo-period consumption-savings model

Mathematics Subject Classification ID

Utility theory (91B16) Consumer behavior, demand theory (91B42)

Recommendations

• Generalized Expected Utility Analysis of Multivariate Risk Aversion
• Risk Aversion and the Choice Between Risky Prospects: The Preservation of Comparative Statics Results
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Cited in

(12)

• The preservation of multivariate comparative statics in nonexpected utility theory
• Mixed risk aversion
• Comparative statics tests between decision models under risk
• The marginal propensity to consume and multidimensional risk
• Credence goods, experts and risk aversion
• Duality and consumption decisions under income and price risk
• Local utility and multivariate risk aversion
• Measures of risk aversion with many commodities
• Increasing risk and consumption-saving decisions. Some comparative statics results
• scientific article; zbMATH DE number 4027131 (Why is no real title available?)
• Risk aversion for variational and multiple-prior preferences
• Increasing risk and equilibrium under uncertainty

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