Many good risks: An interpretation of multivariate risk and risk aversion without the Independence axiom
- 1 April 1992
- journal article
- Published by Elsevier in Journal of Economic Theory
- Vol. 56 (2) , 338-351
- https://doi.org/10.1016/0022-0531(92)90086-w
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- Many good choice Axioms: When can many-good lotteries be treated as money lotteries?Journal of Economic Theory, 1992
- Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviourJournal of Economic Theory, 1990
- A unifying approach to axiomatic non-expected utility theoriesJournal of Economic Theory, 1989
- Generalized Expected Utility Analysis of Multivariate Risk AversionInternational Economic Review, 1989
- Multivariate risk premiumsTheory and Decision, 1987
- On Multivariate Risk AversionEconometrica, 1979
- A Matrix Measure of Multivariate Local Risk AversionEconometrica, 1977
- Risk premium with many commoditiesJournal of Economic Theory, 1975
- Efficiency Analysis for Multivariate DistributionsThe Review of Economic Studies, 1975
- Risk aversion with many commoditiesJournal of Economic Theory, 1974