Some consequences of correlation aversion in decision science
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Publication:993723
DOI10.1007/S10479-008-0446-7zbMATH Open1233.91078OpenAlexW2152034063MaRDI QIDQ993723FDOQ993723
Authors: Béatrice Rey, Michel Denuit, Louis Eeckhoudt 
Publication date: 20 September 2010
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-008-0446-7
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stochastic dominancerisk aversionprudencetemperancebivariate (\(s_{1},s_{2}\))-increasing concave orders
Cites Work
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- Inequalities for distributions with given marginals
- Robust Mean-Covariance Solutions for Stochastic Optimization
- Proper Risk Aversion
- Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
- Standard Risk Aversion
- A class of bivariate stochastic orderings, with applications in actuarial sciences
- Increasing outer risk
- Stochastic Dominance and Moment Inequalities
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- Continua of stochastic dominance relations for bounded probability distributions
- Note—A Note on Multivariate Risk and Separable Utility Functions
Cited In (15)
- Consistency between principal and agent with differing time horizons: computing incentives under risk
- Correlation Made Simple: Applications to Salience and Regret Theory
- Multivariate stochastic dominance for risk averters and risk seekers
- Beneficial changes in dependence structures and two-moment decision models
- Multi-attribute target-based utilities and extensions of fuzzy measures
- Correlated risks, bivariate utility and optimal choices
- Nuclear emergency decision support: a behavioural OR perspective
- Decomposing the cross derivatives of a multiattribute utility function into risk attitude and value
- Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes
- Multivariate concave and convex stochastic dominance
- Financial risk taking in the presence of correlated non-financial background risk
- Multidimensional risk aversion: the cardinal sin
- Diversification and risk attitudes toward two risks
- Understanding and measuring bivariate risk attitude: What can we learn from concordance?
- Another look at risk apportionment
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