Behavior Towards Risk with Many Commodities

DOI10.2307/1910441zbMATH Open0186.25604OpenAlexW2060477764MaRDI QIDQ5580128FDOQ5580128

Authors: Joseph E. Stiglitz 

Publication date: 1969

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1910441

zbMATH Keywords

operations research

Cited In (17)

• Wealth and the value of generalized lotteries
• Health and portfolio choices: a diffidence approach
• Distributional efficiency in multiobjective stochastic linear programming
• Measures of risk aversion with expected and nonexpected utility
• Cost-reducing horizontal mergers that leave prices unchanged in models of spatial competition
• Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom
• Local utility and multivariate risk aversion
• A note on the generalised measures of risk aversion
• The risk aversion measure without the independence axiom
• Multivariate decision-making
• OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
• On the correspondence between multivariate risk aversion and risk aversion with state-dependent preferences
• Measures of risk aversion with many commodities
• Optimal investment, consumption-leisure, insurance and retirement choice
• Decision-theoretic aspects of risk-taking behaviour
• Disentangling intertemporal substitution and risk aversion under the expected utility theorem
• A contribution to duality theory, applied to the measurement of risk aversion

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