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Increasing Generalized Correlation: A Definition and Some Economic Consequences

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Cited by:

  1. Johannes Emmerling & Massimo Tavoni, 2018. "Climate Engineering and Abatement: A ‘flat’ Relationship Under Uncertainty," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 69(2), pages 395-415, February.
  2. Skander J. van den Heuvel, 2008. "Temporal risk aversion and asset prices," Finance and Economics Discussion Series 2008-37, Board of Governors of the Federal Reserve System (U.S.).
  3. Marielle Brunette & Stephane Couture, 2018. "Risk management activities of a non-industrial privateforest owner with a bivariate utility function," Review of Agricultural, Food and Environmental Studies, INRA Department of Economics, vol. 99(3-4), pages 281-302.
  4. Kobus, Martyna & Kapera, Marek & Maasoumi, Esfandiar, 2024. "Gap in many dimensions: Application to gender," Labour Economics, Elsevier, vol. 89(C).
  5. Ian M. Schmutte & Nathan Yoder, 2022. "Information Design for Differential Privacy," Papers 2202.05452, arXiv.org, revised Jul 2024.
  6. Moyes, Patrick, 2013. "Rearrangements and sequential rank order dominance," Journal of Mathematical Economics, Elsevier, vol. 49(4), pages 278-290.
  7. Mathieu Faure & Nicolas Gravel, 2017. "Equality among Unequals," Working Papers halshs-01430195, HAL.
  8. Octave Jokung-Nguena & Sovan Mitra, 2019. "Asset Prices and Changes in Risk within a Bivariate Model," Post-Print hal-03699128, HAL.
  9. Carole Bernard & Christoph M. Rheinberger & Nicolas Treich, 2018. "Catastrophe Aversion and Risk Equity in an Interdependent World," Management Science, INFORMS, vol. 64(10), pages 4490-4504, October.
  10. Gravel, Nicolas & Moyes, Patrick, 2012. "Ethically robust comparisons of bidimensional distributions with an ordinal attribute," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1384-1426.
  11. Asano, Takao & Osaki, Yusuke, 2021. "Optimal investment under ambiguous technology shocks," European Journal of Operational Research, Elsevier, vol. 293(1), pages 304-311.
  12. Marcello D’Agostino & Valentino Dardanoni, 2009. "What’s so special about Euclidean distance?," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 33(2), pages 211-233, August.
  13. Rabah Amir, 2020. "Special Issue: Supermodularity and Monotonicity in Economics," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(4), pages 907-911, November.
  14. Croci Angelini, Elisabetta & Michelangeli, Alessandra, 2012. "Axiomatic measurement of multidimensional well-being inequality: Some distributional questions," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 41(5), pages 548-557.
  15. Luca De Gennaro Aquino & Sascha Desmettre & Yevhen Havrylenko & Mogens Steffensen, 2024. "Equilibrium control theory for Kihlstrom-Mirman preferences in continuous time," Papers 2407.16525, arXiv.org, revised Oct 2024.
  16. Dionne, Georges & Li, Jingyuan, 2014. "Comparative Ross risk aversion in the presence of mean dependent risks," Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 128-135.
  17. Cheung, Stephen L., 2016. "Recent developments in the experimental elicitation of time preference," Journal of Behavioral and Experimental Finance, Elsevier, vol. 11(C), pages 1-8.
  18. Athey, Susan & Levin, Jonathan, 2018. "The value of information in monotone decision problems," Research in Economics, Elsevier, vol. 72(1), pages 101-116.
  19. Glenn W. Harrison & Andre Hofmeyr & Harold Kincaid & Brian Monroe & Don Ross & Mark Schneider & J. Todd Swarthout, 2022. "Subjective beliefs and economic preferences during the COVID-19 pandemic," Experimental Economics, Springer;Economic Science Association, vol. 25(3), pages 795-823, June.
  20. Koen Decancq & María Ana Lugo, 2009. "Measuring inequality of well-being with a correlation-sensitive multidimensional Gini index," Working Papers 124, ECINEQ, Society for the Study of Economic Inequality.
  21. Marling, Tina Gottschalk & Range, Troels Martin & Sudhölter, Peter & Østerdal, Lars Peter, 2018. "Decomposing bivariate dominance for social welfare comparisons," Mathematical Social Sciences, Elsevier, vol. 95(C), pages 1-8.
  22. Koen Decancq, 2014. "Copula-based measurement of dependence between dimensions of well-being," Oxford Economic Papers, Oxford University Press, vol. 66(3), pages 681-701.
  23. Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART 14-01, INRAE UMR SMART.
  24. Asis Kumar Banerjee, 2019. "Economic Properties of Statistical Indices: The Case of a Multidimensional Gini Index," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(1), pages 41-56, March.
  25. Rolf Aaberge & Andrea Brandolini, 2014. "Multidimensional poverty and inequality," Discussion Papers 792, Statistics Norway, Research Department.
  26. Markus Rieger‐Fels, 2024. "Why do people buy insurance? A modern answer to an old question," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 27(1), pages 89-114, April.
  27. Chauvin Pauline & Chopard Bertrand & Tabo Augustin, 2020. "The Role of Optimism and Pessimism in the Substitution Between Primary and Secondary Health Prevention Efforts," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 20(1), pages 1-6, January.
  28. Lorenzo Bastianello & José Heleno Faro, 2023. "Choquet expected discounted utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 1071-1098, May.
  29. Mark Armstrong & Jidong Zhou, 2022. "Consumer Information and the Limits to Competition," American Economic Review, American Economic Association, vol. 112(2), pages 534-577, February.
  30. Benoît Tarroux, 2015. "Comparing two-dimensional distributions: a questionnaire-experimental approach," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 44(1), pages 87-108, January.
  31. Louis Eeckhoudt & Elisa Pagani & Eugenio Peluso, 2023. "Multidimensional risk aversion: the cardinal sin," Annals of Operations Research, Springer, vol. 320(1), pages 15-31, January.
  32. Michel Denuit & Louis Eeckhoudt & Mario Menegatti, 2011. "Correlated risks, bivariate utility and optimal choices," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(1), pages 39-54, January.
  33. Amir, Rabah & Lazzati, Natalia, 2016. "Endogenous information acquisition in Bayesian games with strategic complementarities," Journal of Economic Theory, Elsevier, vol. 163(C), pages 684-698.
  34. Koen Decancq, 2020. "Measuring cumulative deprivation and affluence based on the diagonal dependence diagram," METRON, Springer;Sapienza Università di Roma, vol. 78(2), pages 103-117, August.
  35. Gajdos, Thibault & Weymark, John A., 2012. "Introduction to inequality and risk," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1313-1330.
  36. Christian Gollier, 2020. "Aversion to risk of regret and preference for positively skewed risks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(4), pages 913-941, November.
  37. Michel Denuit & Rachel Huang & Larry Tzeng, 2015. "Almost expectation and excess dependence notions," Theory and Decision, Springer, vol. 79(3), pages 375-401, November.
  38. Ilia Tsetlin & Robert L. Winkler, 2009. "Multiattribute Utility Satisfying a Preference for Combining Good with Bad," Management Science, INFORMS, vol. 55(12), pages 1942-1952, December.
  39. Gregor Dorfleitner & Michael Krapp, 2007. "On multiattributive risk aversion: some clarifying results," Review of Managerial Science, Springer, vol. 1(1), pages 47-63, April.
  40. Guido Erreygers & Roselinde Kessels, 2017. "Socioeconomic Status and Health: A New Approach to the Measurement of Bivariate Inequality," IJERPH, MDPI, vol. 14(7), pages 1, June.
  41. D'Agostino, Marcello & Dardanoni, Valentino, 2009. "The measurement of rank mobility," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1783-1803, July.
  42. Gangadharan, Lata & Harrison, Glenn W. & Leroux, Anke D., 2019. "Are risks over multiple attributes traded off? A case study of aid," Journal of Economic Behavior & Organization, Elsevier, vol. 164(C), pages 166-198.
  43. Michel Denuit & Rachel Huang & Larry Tzeng, 2014. "Bivariate almost stochastic dominance," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(2), pages 377-405, October.
  44. Y Malevergne & B Rey, 2010. "Preserving preference rankings under non-financial background risk," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(8), pages 1302-1308, August.
  45. Meyer, Margaret & Strulovici, Bruno, 2012. "Increasing interdependence of multivariate distributions," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1460-1489.
  46. Gollier, Christian, 2015. "Discounting, inequality and economic convergence," Journal of Environmental Economics and Management, Elsevier, vol. 69(C), pages 53-61.
  47. Francesco Andreoli & Claudio Zoli, 2023. "Robust dissimilarity comparisons with categorical outcomes," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 60(3), pages 397-437, April.
  48. Andrew Grant & Steve Satchell, 2019. "Endogenous divorce risk and investment," Journal of Population Economics, Springer;European Society for Population Economics, vol. 32(3), pages 845-876, July.
  49. Antoine Bommier & François Grand, 2014. "Too risk averse to purchase insurance?," Journal of Risk and Uncertainty, Springer, vol. 48(2), pages 135-166, April.
  50. Attema, Arthur E. & l’Haridon, Olivier & van de Kuilen, Gijs, 2019. "Measuring multivariate risk preferences in the health domain," Journal of Health Economics, Elsevier, vol. 64(C), pages 15-24.
  51. Michel Denuit & Louis Eeckhoudt, 2010. "Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities," Decision Analysis, INFORMS, vol. 7(3), pages 302-312, September.
  52. Ronny Aboudi & Dominique Thon, 1993. "Expected utility and the siegel paradox: A generalization," Journal of Economics, Springer, vol. 57(1), pages 69-93, February.
  53. Stanca Lorenzo, 2023. "Recursive preferences, correlation aversion, and the temporal resolution of uncertainty," Working papers 080, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
  54. Thomas Epper & Helga Fehr-Duda, 2012. "The missing link: unifying risk taking and time discounting," ECON - Working Papers 096, Department of Economics - University of Zurich, revised Oct 2018.
  55. Steffen Andersen & James C. Cox & Glenn W. Harrison & Morten Lau & Elisabet E. Rutstroem & Vjollca Sadiraj, 2011. "Asset Integration and Attitudes to Risk: Theory and Evidence," Department of Economics Working Papers 2011_10, Durham University, Department of Economics.
  56. Crainich, David & Eeckhoudt, Louis & Le Courtois, Olivier, 2017. "Health and portfolio choices: A diffidence approach," European Journal of Operational Research, Elsevier, vol. 259(1), pages 273-279.
  57. Gilles Boevi Koumou & Georges Dionne, 2022. "Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation," Risks, MDPI, vol. 10(11), pages 1-19, October.
  58. Cesar Calvo & Stefan Dercon, 2013. "Vulnerability to individual and aggregate poverty," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 41(4), pages 721-740, October.
  59. Thomas Eichner & Andreas Wagener, 2011. "Portfolio allocation and asset demand with mean-variance preferences," Theory and Decision, Springer, vol. 70(2), pages 179-193, February.
  60. Drichoutis, Andreas & Nayga, Rodolfo, 2013. "A reconciliation of time preference elicitation methods," MPRA Paper 46916, University Library of Munich, Germany, revised 12 May 2013.
  61. Aaberge, Rolf & Peluso, Eugenio & Sigstad, Henrik, 2019. "The dual approach for measuring multidimensional deprivation: Theory and empirical evidence," Journal of Public Economics, Elsevier, vol. 177(C), pages 1-1.
  62. Rolf Aaberge & Eugenio Peluso, 2011. "A Counting Approach for Measuring Multidimensional Deprivation," Working Papers 07/2011, University of Verona, Department of Economics.
  63. Malevergne, Y. & Rey, B., 2009. "On cross-risk vulnerability," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 224-229, October.
  64. Denuit, Michel & Rey, Béatrice, 2013. "Another look at risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 49(4), pages 335-343.
  65. Johan Burgaard & Mogens Steffensen, 2020. "Eliciting Risk Preferences and Elasticity of Substitution," Decision Analysis, INFORMS, vol. 17(4), pages 314-329, December.
  66. Hennessy, David A. & Lapan, Harvey E., 2006. "On the nature of certainty equivalent functionals," Journal of Mathematical Economics, Elsevier, vol. 43(1), pages 1-10, December.
  67. Takao Asano & Yusuke Osaki, 2023. "Cross Risk Apportionment and Non-financial Correlated Background Uncertainty," KIER Working Papers 1098, Kyoto University, Institute of Economic Research.
  68. Hadar, Josef & Seo, Tae Kun, 1995. "Asset diversification in Yaari's dual theory," European Economic Review, Elsevier, vol. 39(6), pages 1171-1180, June.
  69. Christophe Courbage & Richard Peter & Béatrice Rey, 2022. "Incentive and welfare effects of correlated returns," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(1), pages 5-34, March.
  70. Kobus, Martyna & Kurek, Radosław, 2018. "Copula-based measurement of interdependence for discrete distributions," Journal of Mathematical Economics, Elsevier, vol. 79(C), pages 27-39.
  71. Christoffer Sonne-Schmidt & Finn Tarp & Lars Peter Østerdal, 2016. "Ordinal Bivariate Inequality: Concepts and Application to Child Deprivation in Mozambique," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(3), pages 559-573, September.
  72. Louis Eeckhoudt & Béatrice Rey & Harris Schlesinger, 2007. "A Good Sign for Multivariate Risk Taking," Management Science, INFORMS, vol. 53(1), pages 117-124, January.
  73. Asen Kochov & Yangwei Song, 2023. "Intertemporal Hedging and Trade in Repeated Games With Recursive Utility," Econometrica, Econometric Society, vol. 91(6), pages 2333-2369, November.
  74. Li, Jingyuan & Wang, Jianli & Zhou, Lin, 2024. "Correlation aversion and bivariate stochastic dominance with respect to reference functions," Insurance: Mathematics and Economics, Elsevier, vol. 118(C), pages 157-174.
  75. repec:hal:spmain:info:hdl:2441/63913pp1o99dr9nneabam7071k is not listed on IDEAS
  76. Martyna Kobus & Radosław Kurek, 2019. "Multidimensional polarization for ordinal data," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(3), pages 301-317, September.
  77. Gregor Dorfleitner & Michaela Leidl & Johannes Reeder, 2012. "Theory of social returns in portfolio choice with application to microfinance," Journal of Asset Management, Palgrave Macmillan, vol. 13(6), pages 384-400, December.
  78. repec:ebl:ecbull:v:4:y:2007:i:29:p:1-8 is not listed on IDEAS
  79. Arthur Charpentier & Alfred Galichon & Marc Henry, 2012. "Local Utility and Multivariate Risk Aversion," CIRJE F-Series CIRJE-F-836, CIRJE, Faculty of Economics, University of Tokyo.
  80. Mathieu Faure & Nicolas Gravel, 2021. "Reducing Inequalities Among Unequals," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(1), pages 357-404, February.
  81. Ebert, Sebastian & van de Kuilen, Gijs, 2015. "Experiments on bivariate risk preferences," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113055, Verein für Socialpolitik / German Economic Association.
  82. Sylvie Démurger & Siwar Khelifa & Béatrice Rey, 2023. "Rural-urban migration as a risk coping strategy: The role of income differentials," IRENE Policy Reports 23-03, IRENE Institute of Economic Research.
  83. Kobus, Martyna & Kurek, Radosław, 2023. "Measuring inequality in the joint distribution of socioeconomic status and health," Economics Letters, Elsevier, vol. 226(C).
  84. Gollier, Christian, 2019. "Variance stochastic orders," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 1-8.
  85. Octave Jokung & Sovan Mitra, 2019. "Asset Prices and Changes in Risk within a Bivariate Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(1), pages 47-60, March.
  86. Stéphane Zuber, 2011. "The aggregation of preferences: can we ignore the past?," Theory and Decision, Springer, vol. 70(3), pages 367-384, March.
  87. Galichon, Alfred & Henry, Marc, 2012. "Dual theory of choice with multivariate risks," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1501-1516.
  88. Otso Massala & Ilia Tsetlin, 2015. "Search Before Trade-offs Are Known," Decision Analysis, INFORMS, vol. 12(3), pages 105-121.
  89. Christian Gollier, 2014. "Discounting and Growth," American Economic Review, American Economic Association, vol. 104(5), pages 534-537, May.
  90. Sylvie Démurger & Siwar Khelifa & Béatrice Rey, 2023. "Rural-urban migration as a risk coping strategy: The role of income differentials," IRENE Working Papers 23-03, IRENE Institute of Economic Research.
  91. Michel Denuit & Louis Eeckhoudt & Béatrice Rey, 2010. "Some consequences of correlation aversion in decision science," Annals of Operations Research, Springer, vol. 176(1), pages 259-269, April.
  92. Felix Chopra & Armin Falk & Thomas Graeber, 2024. "Intertemporal Altruism," American Economic Journal: Microeconomics, American Economic Association, vol. 16(1), pages 329-357, February.
  93. Moyes, Patrick, 2012. "Comparisons of heterogeneous distributions and dominance criteria," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1351-1383.
  94. Hennessy, David A., 2000. "Corporate spin-offs, bankruptcy, investment, and the value of debt," Insurance: Mathematics and Economics, Elsevier, vol. 27(2), pages 229-235, October.
  95. N. GRAVEL & Patrick MOYES, 2008. "Bidimensional Inequalities with an Ordinal Variable," Cahiers du GREThA (2007-2019) 2008-14, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
  96. Hugo A. Hopenhayn, 2014. "On the Measure of Distortions," NBER Working Papers 20404, National Bureau of Economic Research, Inc.
  97. Gregor Dorfleitner & Michaela Leidl & Johannes Reeder, 2010. "Theory of Social Returns in Portfolio Choice with Application to Microfinance," Working Papers CEB 10-014.RS, ULB -- Universite Libre de Bruxelles.
  98. Denuit, Michel & Rey, Beatrice, 2012. "Uni- And Multidimensional Risk Attitudes: Some Unifying Theorems," LIDAM Discussion Papers ISBA 2012014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  99. Pablo Gutiérrez Cubillos & Roberto Pastén, 2023. "Nonlinear risks: a unified framework," Theory and Decision, Springer, vol. 95(1), pages 11-32, July.
  100. Henry Chiu, W., 2020. "Financial risk taking in the presence of correlated non-financial background risk," Journal of Mathematical Economics, Elsevier, vol. 88(C), pages 167-179.
  101. Antoine Bommier, 2005. "Life-Cycle Theory for Human Beings," Working Papers hal-00441890, HAL.
  102. Xue, Minggao & Cheng, Wen, 2013. "Background risk, bivariate risk attitudes, and optimal prevention," Mathematical Social Sciences, Elsevier, vol. 66(3), pages 390-395.
  103. Marta_Cardin & Paola_Ferretti, 2004. "Some theory of bivariate risk attitude," Game Theory and Information 0411009, University Library of Munich, Germany.
  104. Decancq, Koen, 2012. "Elementary multivariate rearrangements and stochastic dominance on a Fréchet class," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1450-1459.
  105. Denuit, Michel & Rey, Béatrice, 2010. "Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes," Mathematical Social Sciences, Elsevier, vol. 60(2), pages 137-143, September.
  106. Gollier, Christian, 2021. "A general theory of risk apportionment," Journal of Economic Theory, Elsevier, vol. 192(C).
  107. Sonne-Schmidt, Christoffer & Tarp, Finn & Peter, Lars, 2011. "Ordinal multidimensional inequality: theory and application to the 2x2 case," MPRA Paper 72838, University Library of Munich, Germany.
  108. Alfred Galichon & Arthur Charpentier & Marc Henry, 2012. "Local Utility and Risk Aversion," Post-Print hal-03569250, HAL.
  109. Kenneth C. Lichtendahl & Raul O. Chao & Samuel E. Bodily, 2012. "Habit Formation from Correlation Aversion," Operations Research, INFORMS, vol. 60(3), pages 625-637, June.
  110. Diego C. Nocetti, 2016. "Robust Comparative Statics of Risk Changes," Management Science, INFORMS, vol. 62(5), pages 1381-1392, May.
  111. Jokung, Octave, 2011. "Risk apportionment via bivariate stochastic dominance," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 448-452.
  112. Rolf Aaberge & Eugenio Peluso & Henrik Sigstad, 2015. "The dual approach for measuring. Multidimesional deprivation and poverty," Discussion Papers 820, Statistics Norway, Research Department.
  113. Dertwinkel-Kalt, Markus & Ebert, Sebastian & Köster, Mats, 2023. "On correlated lotteries in economic applications," Journal of Economic Behavior & Organization, Elsevier, vol. 215(C), pages 292-306.
  114. Gabillon, Emmanuelle, 2020. "When choosing is painful: Anticipated regret and psychological opportunity cost," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 644-659.
  115. Finkelshtain, Israel & Kella, Offer & Scarsini, Marco, 1999. "On risk aversion with two risks," Journal of Mathematical Economics, Elsevier, vol. 31(2), pages 239-250, March.
  116. Jimin Hong & Kyungsun Kim, 2021. "Self-insurance and saving under a two-argument utility framework," Journal of Economics, Springer, vol. 134(1), pages 73-94, September.
  117. Fabio Maccheroni & Massimo Marinacci & Ruodu Wang & Qinyu Wu, 2023. "Risk Aversion and Insurance Propensity," Papers 2310.09173, arXiv.org, revised Feb 2025.
  118. Margaret Meyer & Bruno Strulovici, 2013. "The Supermodular Stochastic Ordering," Discussion Papers 1563, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  119. Lorenzo Stanca, 2023. "Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty," Carlo Alberto Notebooks 693 JEL Classification: C, Collegio Carlo Alberto, revised 2025.
  120. Bernard, C. & De Gennaro Aquino, L. & Vanduffel, S., 2023. "Optimal multivariate financial decision making," European Journal of Operational Research, Elsevier, vol. 307(1), pages 468-483.
  121. Christian Gollier, 2021. "A general theory of risk apportionment," Post-Print hal-04164327, HAL.
  122. Michel Denuit & Béatrice Rey, 2014. "Benchmark values for higher order coefficients of relative risk aversion," Theory and Decision, Springer, vol. 76(1), pages 81-94, January.
  123. Guy Kaplanski & Haim Levy, 2017. "Envy and Altruism: Contrasting Bivariate and Univariate Prospect Preferences," Scandinavian Journal of Economics, Wiley Blackwell, vol. 119(2), pages 457-483, April.
  124. Christoffer Sonne-Schmidt & Finn Tarp & Lars Peter Østerdal, 2008. "Ordinal Comparison of Multidimensional Deprivation: theory and application," Discussion Papers 08-33, University of Copenhagen. Department of Economics.
  125. Yonatan Aumann, 2015. "A conceptual foundation for the theory of risk aversion," Discussion Paper Series dp686, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  126. Chu, Ba, 2011. "Recovering copulas from limited information and an application to asset allocation," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1824-1842, July.
  127. Martyna Kobus & Radoslaw Kurek, 2017. "Copula-based measurement of interdependence for discrete distributions," Working Papers 431, ECINEQ, Society for the Study of Economic Inequality.
  128. Asis Kumar Banerjee, 2018. "Multidimensional Indices with Data-driven Dimensional Weights: A Multidimensional Coefficient of Variation," Arthaniti: Journal of Economic Theory and Practice, , vol. 17(2), pages 140-156, December.
  129. Gilles Boevi Koumou, 2020. "Diversification and portfolio theory: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 267-312, September.
  130. Nicolas Gravel & Patrick Moyes, 2011. "Bidimensional Inequalities with an Ordinal Variable," Studies in Choice and Welfare, in: Marc Fleurbaey & Maurice Salles & John A. Weymark (ed.), Social Ethics and Normative Economics, pages 101-127, Springer.
  131. Oliver Grothe & Fabian Kächele & Friedrich Schmid, 2022. "A multivariate extension of the Lorenz curve based on copulas and a related multivariate Gini coefficient," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 20(3), pages 727-748, September.
  132. Francesco Andreoli & Claudio Zoli, 2020. "From unidimensional to multidimensional inequality: a review," METRON, Springer;Sapienza Università di Roma, vol. 78(1), pages 5-42, April.
  133. repec:spo:wpmain:info:hdl:2441/63913pp1o99dr9nneabam7071k is not listed on IDEAS
  134. Octave Jokung & Sovan Mitra, 2020. "Health Care Investment: The Case of Multiple Sources of Risk," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(2), pages 231-255, June.
  135. Guo, Xu & Li, Jingyuan & Liu, Dongri & Wang, Jianli, 2016. "Preserving the Rothschild–Stiglitz type of increasing risk with background risk," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 144-149.
  136. Levy, Moshe & Levy, Haim, 2015. "Keeping up with the Joneses and optimal diversification," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 29-38.
  137. Takao Asano & Yusuke Osaki, 2022. "Precautionary Saving against Correlation under Risk and Ambiguity," KIER Working Papers 1071, Kyoto University, Institute of Economic Research.
  138. Arthur Charpentier & Alfred Galichon & Marc Henry, 2016. "Local Utility and Multivariate Risk Aversion," Mathematics of Operations Research, INFORMS, vol. 41(2), pages 466-476, May.
  139. Gollier, Christian, 2016. "Explaining rank-dependent utility with regret and rejoicing," IDEI Working Papers 863, Institut d'Économie Industrielle (IDEI), Toulouse.
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