A strong (Ross) characterization of multivariate risk aversion

1995 ◽  
Vol 38 (2) ◽  
pp. 131-152 ◽  
Author(s):  
Simon Grant
Keyword(s):  
Risk Aversion ◽  
Multivariate Risk ◽  
Multivariate Risk Aversion

On Multivariate Risk Aversion

Econometrica ◽  
1979 ◽  
Vol 47 (6) ◽  
pp. 1391 ◽  
Author(s):  
Edi Karni
Keyword(s):  
Risk Aversion ◽  
Multivariate Risk ◽  
Multivariate Risk Aversion

scholarly journals Local Utility and Multivariate Risk Aversion

2016 ◽  
Vol 41 (2) ◽  
pp. 466-476 ◽  
Author(s):  
Arthur Charpentier ◽  
Alfred Galichon ◽  
Marc Henry
Keyword(s):  
Risk Aversion ◽  
Multivariate Risk ◽  
Multivariate Risk Aversion

scholarly journals Local Utility and Multivariate Risk Aversion

2012 ◽  
Author(s):  
Arthur Charpentier ◽  
Alfred Galichon ◽  
Marc Henry
Keyword(s):  
Risk Aversion ◽  
Multivariate Risk ◽  
Multivariate Risk Aversion
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