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Constant, Increasing and Decreasing Risk Aversion with Many Commodities

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  • Kihlstrom, Richard E
  • Mirman, Leonard J

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Bibliographic Info

Article provided by Wiley Blackwell in its journal Review of Economic Studies.

Volume (Year): 48 (1981)
Issue (Month): 2 (April)
Pages: 271-80

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Handle: RePEc:bla:restud:v:48:y:1981:i:2:p:271-80

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0034-6527

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Cited by:
  1. Kumru, Cagri & Yektas, Hadi, 2008. "Optimal Multi-Object Auctions with Risk Averse Buyers," MPRA Paper 7575, University Library of Munich, Germany.
  2. BOSMANS, Kristof & DECANCQ, Koen & OOGHE, Erwin, 2013. "What do normative indices of multidimensional inequality really measure?," CORE Discussion Papers 2013035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Kihlstrom, Richard, 2009. "Risk aversion and the elasticity of substitution in general dynamic portfolio theory: Consistent planning by forward looking, expected utility maximizing investors," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 634-663, September.
  4. Yulei Luo & William T. Smith & Heng-fu Zou, 2011. "The Spirit of Capitalism and Excess Smoothness," CEMA Working Papers 484, China Economics and Management Academy, Central University of Finance and Economics.
  5. Nocetti, Diego & Smith, William T., 2011. "Price uncertainty, saving, and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 35(7), pages 1139-1149, July.
  6. Dreyer, Johannes K. & Schneider, Johannes & Smith, William T., 2013. "Saving-based asset-pricing," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3704-3715.
  7. Hellwig, Martin, 2004. "Risk Aversion in the Small and in the Large When Outcomes Are Multidimensional," Sonderforschungsbereich 504 Publications 04-22, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
  8. Zvi Bodie & J�r�me Detemple & Marcel Rindisbacher, 2009. "Life-Cycle Finance and the Design of Pension Plans," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 249-286, November.
  9. Ahmed, Mohamed M. & Preckel, Paul V. & Baker, Timothy G. & Lopez-Pereira, Miguel, 2001. "Modeling the impact of technological change on nutrition and marketed surplus," Agricultural Economics, Blackwell, vol. 25(1), pages 103-118, June.
  10. Arnab K. Basu & Nancy H. Chau, 2004. "A Risk-Based Rationale for Two-way Capital Flows: Why Do Capital Flights and Inward Foreign Direct Investments Co-exist?," Working Papers 04, Department of Economics, College of William and Mary.
  11. Kenc, Turalay, 2004. "Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice," Journal of Economic Dynamics and Control, Elsevier, vol. 28(8), pages 1511-1539, June.
  12. Levy, Haim & Wiener, Zvi, 2013. "Prospect theory and utility theory: Temporary versus permanent attitude toward risk," Journal of Economics and Business, Elsevier, vol. 68(C), pages 1-23.
  13. Sudhir A. Shah, 2009. "Duality Mappings For The Theory of Risk Aversion with Vector Outcomes," Working Papers id:2085, eSocialSciences.
  14. Andrew Postlewaite & Larry Samuelson & Dan Silverman, 2001. "Consumption Commitments and Preferences for Risk," PIER Working Paper Archive 04-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 18 May 2004.
  15. Sudhir A. Shah, 2007. "Duality mappings for the theory of risk aversion with vector outcomes," Working papers 160, Centre for Development Economics, Delhi School of Economics.
  16. Smith, William & Son, Young Seob, 2005. "Can the desire to conserve our natural resources be self-defeating?," Journal of Environmental Economics and Management, Elsevier, vol. 49(1), pages 52-67, January.
  17. Diego Nocetti & William T. Smith, 2011. "Precautionary Saving and Endogenous Labor Supply with and without Intertemporal Expected Utility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1475-1504, October.

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