Note—A Note on Multivariate Risk and Separable Utility Functions

1 June 1977

journal article
Published by Institute for Operations Research and the Management Sciences (INFORMS) in Management Science

Vol. 23 (10) , 1143-1144
https://doi.org/10.1287/mnsc.23.10.1143

Abstract

Richard [Richard, Scott F. 1975. Multivariate risk aversion utility independence and separable utility function. Management Sci. 22 (1) 12–21.] derived a number of results on multivariate risk for sufficiently regular utility functions. The results generalize to quite arbitrary utility functions.

Keywords

NOTE
SEPARABLE UTILITY
RISK AVERSION
RESULTS GENERALIZE
AVERSION UTILITY
UTILITY INDEPENDENCE
SUFFICIENTLY REGULAR
FUNCTIONS RICHARD

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