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On Multivariate Risk Aversion

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Karni, Edi

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 47 (1979)
Issue (Month): 6 (November)
Pages: 1391-1401
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Handle: RePEc:ecm:emetrp:v:47:y:1979:i:6:p:1391-1401

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  1. DREZE , Jacques H. & RUSTICHINI, Aldo, 2000. "State-dependent utility and decision theory," CORE Discussion Papers 2000007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  2. Sudhir A. Shah, 2006. "Comparative risk aversion when the outcomes are vectors," Working papers 149, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
  3. Marco G. Ercolani, 2000. "The price augmented risk premium, theory and application," Economics Discussion Papers 510, University of Essex, Department of Economics. [Downloadable!]
  4. Burger, C.P.J., 1988. "Risk aversion and the family farm," Serie Research Memoranda 0022, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  5. Sidorenko, Alexandra, 2001. "Stochastic Model of Demand for Medical Care with Endogenous Labour Supply and Health Insurance," Departmental Working Papers 2001-08, Australian National University, Economics RSPAS. [Downloadable!]
  6. Christophe Courbage, 2001. "On Bivariate Risk Premia," Theory and Decision, Springer, vol. 50(1), pages 29-34, February. [Downloadable!] (restricted)
  7. Chollete, Loran & de la Pena , Victor & Lu, Ching-Chih, 2009. "International Diversification: An Extreme Value Approach," UiS Working Papers in Economics and Finance 2009/26, University of Stavanger. [Downloadable!]
  8. Bommier, Antoine & Rochet, Jean-Charles, 2003. "Risk Aversion and Planning Horizon," IDEI Working Papers 204, Institut d'Économie Industrielle (IDEI), Toulouse, revised Nov 2004. [Downloadable!]
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