SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Local Utility and Multivariate Risk Aversion
16 references·0 citing·38 second hop
Local Utility and Multivariate Risk Aversion (2012)Local Utility and Multivariate Risk Avers…Pareto efficiency for the concave order and multivariate comonotonicity (2011)Pareto efficiency for the con…COMONOTONIC MEASURES OF MULTIVARIATE RISKS (2010)COMONOTONIC MEASURES OF MULTI…A Good Sign for Multivariate Risk Taking (2007)A Good Sign for Multivariate …Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model (2003)Four notions of mean-preservi…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion (1994)Co-monotone allocations, Bick…Dominance Conditions for Multivariate Utility Functions (1988)Dominance Conditions for Mult…Some remarks on Quiggin's anticipated utility (1987)Some remarks on Quiggin's ant…Risk aversion in the theory of expected utility with rank dependent probabilities (1987)Risk aversion in the theory o…A Stronger Characterization of Declining Risk Aversion (1982)A Stronger Characterization o…"Expected Utility" Analysis without the Independence Axiom (1982)"Expected Utility" Analysis w…Increasing Generalized Correlation: A Definition and Some Economic Consequences (1980)Increasing Generalized Correl…Risk aversion with many commodities (1974)Risk aversion with many commo…Increases in risk and in risk aversion (1974)Increases in risk and in risk…Behavior Towards Risk with Many Commodities (1969)Behavior Towards Risk with Ma…Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Le Comportement de l'Homme Ra…Risk Aversion in the Small and in the Large (1964)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)The design of tax structure: Direct versus indirect taxation (1976)Credit Rationing in Markets with Imperfect Information (1981)Theory of Financial Decision Making. (1988)On the measurement of inequality (1970)Optimal risk-sharing rules and equilibria with Choquet-expected-utility (2000)The Newsvendor Game Has a Nonempty Core (2002)Quantile-Based Risk Sharing (2018)Value and Capital (1939)Aspects of the Theory of Risk-Bearing. (1966)Rules for Ordering Uncertain Prospects (1969)The Comparison of Multi-Dimensioned Distributions of Economic Status (1982)Multidimensional inequality and multidimensional generalized entropy measures: An axiomatic derivation (1999)Multidimensional Poverty and Inequality (2014)The Utility Analysis of Choices Involving Risk (1948)Precautionary Saving in the Small and in the Large (1990)On the measurement of inequalities in health (1991)Apportioning of risks via stochastic dominance. (2009)Testing for Prudence and Skewness Seeking (2011)The Long-Run Discount Rate Controversy (2014)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)First order versus second order risk aversion (1990)An axiomatization of cumulative prospect theory (1993)Risk Aversion in the Laboratory (2008)Optimal consumption–portfolio choices and retirement planning (2003)The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2012)Principles of Financial Economics (2014)Consumer's Surplus, Price Instability, and Consumer Welfare (1980)Luxury Goods and the Equity Premium (2004)The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)
this work references cited by second hop

References

  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 1953Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine4,117 cited
  • 1982"Expected Utility" Analysis without the Independence Axiom1,518 cited
  • 1974Increases in risk and in risk aversion556 cited
  • 1987Risk aversion in the theory of expected utility with rank dependent probabilities430 cited
  • 1974Risk aversion with many commodities394 cited
  • 1980Increasing Generalized Correlation: A Definition and Some Economic Consequences276 cited
  • 2007A Good Sign for Multivariate Risk Taking242 cited
  • 1994Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion161 cited
  • 1969Behavior Towards Risk with Many Commodities130 cited
  • 2003Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model111 cited
  • 1987Some remarks on Quiggin's anticipated utility100 cited
  • 2010COMONOTONIC MEASURES OF MULTIVARIATE RISKS93 cited
  • 1982A Stronger Characterization of Declining Risk Aversion80 cited
  • 1988Dominance Conditions for Multivariate Utility Functions

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

64 cited
  • 2011Pareto efficiency for the concave order and multivariate comonotonicity58 cited
  • Cited by

    No citing works inside the corpus for this window.