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Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
Management Science
◽
10.1287/mnsc.22.1.12
◽
1975
◽
Vol 22
(1)
◽
pp. 12-21
◽
Cited By ~ 165
Author(s):
Scott F. Richard
Keyword(s):
Risk Aversion
◽
Utility Functions
◽
Multivariate Risk
◽
Multivariate Risk Aversion
◽
Separable Utility
◽
Utility Independence
Download Full-text
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Cited By
References
6 Multivariate Risk Aversion and Risk Aversion with State-Dependent Preferences
Decision Making Under Uncertainty
◽
10.4159/harvard.9780674494008.c6
◽
1985
◽
pp. 121-140
Keyword(s):
Risk Aversion
◽
Multivariate Risk
◽
State Dependent
◽
Multivariate Risk Aversion
Download Full-text
On Multivariate Risk Aversion
Econometrica
◽
10.2307/1914007
◽
1979
◽
Vol 47
(6)
◽
pp. 1391
◽
Cited By ~ 60
Author(s):
Edi Karni
Keyword(s):
Risk Aversion
◽
Multivariate Risk
◽
Multivariate Risk Aversion
Download Full-text
Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion
Management Science
◽
10.1287/mnsc.35.3.259
◽
1989
◽
Vol 35
(3)
◽
pp. 259-269
◽
Cited By ~ 5
Author(s):
Yuming Li
◽
William. T. Ziemba
Keyword(s):
Risk Aversion
◽
Optimal Portfolios
◽
Multivariate Risk
◽
Multivariate Risk Aversion
Download Full-text
Local Utility and Multivariate Risk Aversion
Mathematics of Operations Research
◽
10.1287/moor.2015.0736
◽
2016
◽
Vol 41
(2)
◽
pp. 466-476
◽
Cited By ~ 3
Author(s):
Arthur Charpentier
◽
Alfred Galichon
◽
Marc Henry
Keyword(s):
Risk Aversion
◽
Multivariate Risk
◽
Multivariate Risk Aversion
Download Full-text
Multivariate risk aversion with applications
Advanced Studies in Theoretical and Applied Econometrics - Information and Efficiency in Economic Decision
◽
10.1007/978-94-009-5053-5_13
◽
1985
◽
pp. 351-370
◽
Cited By ~ 1
Author(s):
Jati K. Sengupta
Keyword(s):
Risk Aversion
◽
Multivariate Risk
◽
Multivariate Risk Aversion
Download Full-text
Note—A Note on Multivariate Risk and Separable Utility Functions
Management Science
◽
10.1287/mnsc.23.10.1143
◽
1977
◽
Vol 23
(10)
◽
pp. 1143-1144
◽
Cited By ~ 5
Author(s):
Richard Engelbrecht
Keyword(s):
Utility Functions
◽
Multivariate Risk
◽
Separable Utility
Download Full-text
Multivariate Risk Aversion and Consumer Choice
International Economic Review
◽
10.2307/2527172
◽
1990
◽
Vol 31
(3)
◽
pp. 737
◽
Cited By ~ 7
Author(s):
Edward E. Schlee
Keyword(s):
Risk Aversion
◽
Consumer Choice
◽
Multivariate Risk
◽
Multivariate Risk Aversion
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Local Utility and Multivariate Risk Aversion
SSRN Electronic Journal
◽
10.2139/ssrn.2112377
◽
2012
◽
Author(s):
Arthur Charpentier
◽
Alfred Galichon
◽
Marc Henry
Keyword(s):
Risk Aversion
◽
Multivariate Risk
◽
Multivariate Risk Aversion
Download Full-text
Multivariate risk aversion with applications
Mathematical Modelling
◽
10.1016/0270-0255(83)90056-8
◽
1983
◽
Vol 4
(4)
◽
pp. 307-322
Author(s):
J.K. Sengupta
Keyword(s):
Risk Aversion
◽
Multivariate Risk
◽
Multivariate Risk Aversion
Download Full-text
On the correspondence between multivariate risk aversion and risk aversion with state-dependent preferences
Journal of Economic Theory
◽
10.1016/0022-0531(83)90106-0
◽
1983
◽
Vol 30
(2)
◽
pp. 230-242
◽
Cited By ~ 8
Author(s):
Edi Karni
Keyword(s):
Risk Aversion
◽
Multivariate Risk
◽
State Dependent
◽
Multivariate Risk Aversion
Download Full-text
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