A Matrix Measure of Multivariate Local Risk Aversion
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Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 45 (1977)
Issue (Month): 4 (May)
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- ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX Christian, 2003.
Cahiers de recherche
2003-06, Universite de Montreal, Departement de sciences economiques.
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- Elyès Jouini & Clotilde Napp & Diego Nocetti, 2011.
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- Sudhir A. Shah, 2006. "Comparative risk aversion when the outcomes are vectors," Working papers 149, Centre for Development Economics, Delhi School of Economics.
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- Gourieroux, Christian & Sufana, Razvan, 2011. "Discrete time Wishart term structure models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 815-824, June.
- Eisenhauer, Joseph G., 2006. "Risk aversion and prudence in the large," Research in Economics, Elsevier, vol. 60(4), pages 179-187, December.
- 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.
- Courbage, Christophe, 1999. "Primes de risque et soins de santé," L'Actualité Economique, Société Canadienne de Science Economique, vol. 75(4), pages 665-672, dÃ©cembre.
- 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.
- Sudhir A. Shah, 2010. "Comparative Risk Aversion When the Outcomes are Vectors," Working Papers id:2907, eSocialSciences.
- 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.
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