scientific article; zbMATH DE number 2119288

MaRDI QIDQ4828686zbMATH OpenFDO

Authors Aldo Montesano

Publication date 26 November 2004

Full work available at URL https://eudml.org/doc/42479

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Recommendations

• Risk and uncertainty aversion on certainty equivalent functions
• Multidimensional risk aversion: the cardinal sin
• Uncertainty aversion and aversion to increasing uncertainty
• Risk aversion in the theory of expected utility with rank dependent probabilities
• Local utility and multivariate risk aversion

Cited in

(4)

• Multidimensional possibilistic risk aversion
• Risk and uncertainty aversion on certainty equivalent functions
• Multidimensional risk aversion: the cardinal sin
• A strong (Ross) characterization of multivariate risk aversion

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4828686)