Pages that link to "Item:Q4145349"
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The following pages link to A Matrix Measure of Multivariate Local Risk Aversion (Q4145349):
Displayed 10 items.
- Multivariate decision-making (Q787829) (← links)
- A contribution to duality theory, applied to the measurement of risk aversion (Q868602) (← links)
- A note on the generalised measures of risk aversion (Q1050900) (← links)
- Multivariate risk premiums (Q1082999) (← links)
- Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom (Q1190247) (← links)
- Univariate and multivariate measures of risk aversion and risk premiums (Q1313163) (← links)
- On the correspondence between multivariate risk aversion and risk aversion with state-dependent preferences (Q1839178) (← links)
- A strong (Ross) characterization of multivariate risk aversion (Q1891346) (← links)
- The stochastic interdependence of dynamic risk-sensitive decision rules (Q3216383) (← links)
- Parametric certainty equivalence procedures in decision-making under uncertainty (Q3898267) (← links)