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On Multivariate Risk Aversion

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  1. repec:ebl:ecbull:v:4:y:2003:i:31:p:1-7 is not listed on IDEAS
  2. Finkelshtain, Israel & Chalfant, James, 1989. "Portfolio Choices in the Presence of Other Risks," CUDARE Working Papers 198492, University of California, Berkeley, Department of Agricultural and Resource Economics.
  3. Gourieroux, Christian & Sufana, Razvan, 2011. "Discrete time Wishart term structure models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 815-824, June.
  4. Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART 14-01, INRAE UMR SMART.
  5. Colson, Gérard, 1993. "Prenons-nous assez de risque dans les théories du risque?," L'Actualité Economique, Société Canadienne de Science Economique, vol. 69(1), pages 111-141, mars.
  6. 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.
  7. DREZE , Jacques H. & RUSTICHINI, Aldo, 2000. "State-dependent utility and decision theory," LIDAM Discussion Papers CORE 2000007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. Karni, Edi & Safra, Zvi, 2002. "Intensity of the Sense of Fairness: Measurement and Behavioral Characterization," Journal of Economic Theory, Elsevier, vol. 105(2), pages 318-337, August.
  9. Antoine Bommier & François Le Grand, 2019. "Risk Aversion and Precautionary Savings in Dynamic Settings," Management Science, INFORMS, vol. 65(3), pages 1386-1397, March.
  10. Sudhir A. Shah, 2010. "Comparative Risk Aversion When the Outcomes are Vectors," Working Papers id:2907, eSocialSciences.
  11. Karni, Edi, 1983. "On the correspondence between multivariate risk aversion and risk aversion with state-dependent preferences," Journal of Economic Theory, Elsevier, vol. 30(2), pages 230-242, August.
  12. 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.
  13. 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.
  14. Eisenhauer, Joseph G., 2006. "Risk aversion and prudence in the large," Research in Economics, Elsevier, vol. 60(4), pages 179-187, December.
  15. Kannai, Yakar & Selden, Larry & Kang, Minwook & Wei, Xiao, 2016. "Risk neutrality regions," Journal of Mathematical Economics, Elsevier, vol. 62(C), pages 75-89.
  16. Finkelshtain, Israel & Chalfant, James A., 1989. "On The Behavior Of The Competitive Producer Under Multivariate Risks," 1989 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, April 9-12, 1989, Sanibel Island, Florida 271528, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk.
  17. Finkelshtain, Israel & Chalfant, James, 1991. "Aversion to Income Risk in the Presence of Multivariable Risk," CUDARE Working Papers 198580, University of California, Berkeley, Department of Agricultural and Resource Economics.
  18. Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih, 2012. "International diversification: An extreme value approach," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 871-885.
  19. Sudhir A. Shah, 2006. "Comparative risk aversion when the outcomes are vectors," Working papers 149, Centre for Development Economics, Delhi School of Economics.
  20. Sudhir A. Shah, 2016. "The Generalized Arrow-Pratt Coefficient," Working papers 254, Centre for Development Economics, Delhi School of Economics.
  21. Robert Jarrow & Siguang Li, 2021. "Concavity, stochastic utility, and risk aversion," Finance and Stochastics, Springer, vol. 25(2), pages 311-330, April.
  22. Jouini, Elyès & Napp, Clotilde & Nocetti, Diego, 2013. "On multivariate prudence," Journal of Economic Theory, Elsevier, vol. 148(3), pages 1255-1267.
  23. Finkelshtain, Israel & Chalfant, James, 1990. "Marketed Surplus Under Risk: Do Peasants Agree with Sandmo?," CUDARE Working Papers 198573, University of California, Berkeley, Department of Agricultural and Resource Economics.
  24. Robert Nau, 2011. "Risk, ambiguity, and state-preference theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 437-467, October.
  25. 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.
  26. Elisa Pagani, 2015. "Certainty Equivalent: Many Meanings of a Mean," Working Papers 24/2015, University of Verona, Department of Economics.
  27. Christophe Courbage, 2001. "On Bivariate Risk Premia," Theory and Decision, Springer, vol. 50(1), pages 29-34, February.
  28. Chollete, Loran & de la Pena , Victor & Lu, Ching-Chih, 2009. "International Diversification: An Extreme Value Approach," UiS Working Papers in Economics and Finance 2009/26, University of Stavanger.
  29. Ali E. Abbas, 2011. "Decomposing the Cross Derivatives of a Multiattribute Utility Function into Risk Attitude and Value," Decision Analysis, INFORMS, vol. 8(2), pages 103-116, June.
  30. Marco G. Ercolani, 2004. "Risk aversion and risk loving in the small: a decomposition of the multivariate risk premium," Bulletin of Economic Research, Wiley Blackwell, vol. 56(1), pages 81-106, January.
  31. Alexei Alexandrov, 2015. "When Should Firms Expose Themselves to Risk?," Management Science, INFORMS, vol. 61(12), pages 3001-3008, December.
  32. 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.
  33. Ercolani, Marco, 2000. "The price augmented risk premium, theory and application," Economics Discussion Papers 8830, University of Essex, Department of Economics.
  34. Sidorenko, Alexandra, 2001. "Stochastic Model of Demand for Medical Care with Endogenous Labour Supply and Health Insurance," Departmental Working Papers 2001-08, The Australian National University, Arndt-Corden Department of Economics.
  35. Christopher Dobronyi & Christian Gouri'eroux, 2020. "Consumer Theory with Non-Parametric Taste Uncertainty and Individual Heterogeneity," Papers 2010.13937, arXiv.org, revised Jan 2021.
  36. Jean Fernand Nguema, 2003. "Sense of impartiality," Economics Bulletin, AccessEcon, vol. 4(31), pages 1-7.
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