Generalized Expected Utility Analysis of Multivariate Risk Aversion

Edi Karni

doi:10.2307/2526648

Generalized Expected Utility Analysis of Multivariate Risk Aversion

International Economic Review ◽

10.2307/2526648 ◽

1989 ◽

Vol 30 (2) ◽

pp. 297 ◽

Cited By ~ 31

Author(s):

Edi Karni

Keyword(s):

Risk Aversion ◽

Expected Utility ◽

Utility Analysis ◽

Multivariate Risk ◽

Generalized Expected Utility ◽

Multivariate Risk Aversion

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Generalized Expected Utility Analysis of Risk Aversion with State-Dependent Preferences

International Economic Review ◽

10.2307/2526869 ◽

1987 ◽

Vol 28 (1) ◽

pp. 229 ◽

Cited By ~ 20

Author(s):

Edi Karni

Keyword(s):

Risk Aversion ◽

Expected Utility ◽

Utility Analysis ◽

Generalized Expected Utility ◽

State Dependent

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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

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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

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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

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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

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Generalized Expected Utility Analysis and the Nature of Observed Violations of the Independence Axiom

Foundations of Utility and Risk Theory with Applications ◽

10.1007/978-94-017-1590-4_15 ◽

1983 ◽

pp. 263-293 ◽

Cited By ~ 54

Author(s):

Mark J. Machina

Keyword(s):

Expected Utility ◽

Independence Axiom ◽

Utility Analysis ◽

Generalized Expected Utility

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Generalized expected utility analysis and the nature of observed violations of the independence axiom

Decision, Probability and Utility ◽

10.1017/cbo9780511609220.015 ◽

1988 ◽

pp. 215-240 ◽

Cited By ~ 1

Author(s):

Mark Machina

Keyword(s):

Expected Utility ◽

Independence Axiom ◽

Utility Analysis ◽

Generalized Expected Utility

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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

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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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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

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