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Jointly radial and translation homothetic preferences: generalized constant risk aversion

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Author Info
Robert Chambers ()
Rolf Färe
John Quiggin

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Abstract

The paper identifies the structural restrictions on preferences required for them to exhibit both translation homotheticity in particular direction and radial homotheticity. The results are illustrated by an application to an asset allocation problem in the absence of riskless asset. Copyright Springer-Verlag Berlin/Heidelberg 2004

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File URL: http://hdl.handle.net/10.1007/s00199-003-0386-z
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Publisher Info
Article provided by Springer in its journal Economic Theory.

Volume (Year): 23 (2004)
Issue (Month): 3 (March)
Pages: 689-699
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Handle: RePEc:spr:joecth:v:23:y:2004:i:3:p:689-699

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Related research
Keywords: Translation homotheticity; Radial homotheticity.;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Robert Chambers & Rolf Färe, 2008. "A “calculus” for data envelopment analysis," Journal of Productivity Analysis, Springer, vol. 30(3), pages 169-175, December. [Downloadable!] (restricted)
  2. Walter Briec & Laurent Cavaignac, 2009. "An extension of the multi-output state-contingent production model," Economic Theory, Springer, vol. 39(1), pages 43-64, April. [Downloadable!] (restricted)
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This page was last updated on 2009-11-25.

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