Risk Aversion of State-Dependent Utility Functions: Measurement and Applications
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DOI: 10.22004/ag.econ.275322
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- Karni, Edi, 1983. "Risk Aversion for State-Dependent Utility Functions: Measurement and Applications," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(3), pages 637-647, October.
References listed on IDEAS
- Karni, Edi, 1979. "On Multivariate Risk Aversion," Econometrica, Econometric Society, vol. 47(6), pages 1391-1401, November.
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- Yaari, Menahem E., 1969. "Some remarks on measures of risk aversion and on their uses," Journal of Economic Theory, Elsevier, vol. 1(3), pages 315-329, October.
- Mayshar, Joram, 1975. "Further remarks on measures of risk aversion and their uses," Journal of Economic Theory, Elsevier, vol. 10(1), pages 100-109, February.
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Keywords
Financial Economics; Risk and Uncertainty;Statistics
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