Behavior Towards Risk with Many Commodities
From MaRDI portal
Publication:5580128
DOI10.2307/1910441zbMath0186.25604OpenAlexW2060477764MaRDI QIDQ5580128
Publication date: 1969
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1910441
Related Items
The risk aversion measure without the independence axiom, A contribution to duality theory, applied to the measurement of risk aversion, Measures of risk aversion with many commodities, Distributional efficiency in multiobjective stochastic linear programming, OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY, Optimal investment, consumption-leisure, insurance and retirement choice, Measures of risk aversion with expected and nonexpected utility, Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom, Health and portfolio choices: a diffidence approach, Cost-reducing horizontal mergers that leave prices unchanged in models of spatial competition, Wealth and the value of generalized lotteries, Local Utility and Multivariate Risk Aversion, Decision-theoretic aspects of risk-taking behaviour, On the correspondence between multivariate risk aversion and risk aversion with state-dependent preferences, Multivariate decision-making, A note on the generalised measures of risk aversion, Disentangling intertemporal substitution and risk aversion under the expected utility theorem