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Generalized Arrow-Pratt Theory · Study

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PreprintGeneralized Arrow-Pratt Theory

Sudhir Shah2018

OA

Preprintgreen2018

Generalized Arrow-Pratt Theory

0 citations·0/0 files stored·SSRN Electronic Journal

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Decision-Making and Behavioral Economics Probability and Statistical Research Risk and Portfolio Optimization

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References

1964Risk Aversion in the Small and in the Large 1972Essays in the Theory of Risk-Bearing.1974Risk aversion with many commodities 1969Some remarks on measures of risk aversion and on their uses 1977A Matrix Measure of Multivariate Local Risk Aversion 1979On Multivariate Risk Aversion 1991Arrow-Pratt Measures of Risk Aversion: The Multivariate Case 1975Risk premium with many commodities

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Details

Year2018

Typepreprint

Published2018-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations0

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.2139/ssrn.3165631

openalex_workW4237876303

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