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On the Correspondence Between Multivariate Risk Aversion and Risk Aversion with State-Dependent Preferences

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  • Karni, Edi

Abstract

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Suggested Citation

  • Karni, Edi, 1981. "On the Correspondence Between Multivariate Risk Aversion and Risk Aversion with State-Dependent Preferences," Foerder Institute for Economic Research Working Papers 275340, Tel-Aviv University > Foerder Institute for Economic Research.
  • Handle: RePEc:ags:isfiwp:275340
    DOI: 10.22004/ag.econ.275340
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    References listed on IDEAS

    as
    1. Karni, Edi, 1979. "On Multivariate Risk Aversion," Econometrica, Econometric Society, vol. 47(6), pages 1391-1401, November.
    2. Kihlstrom, Richard E. & Mirman, Leonard J., 1974. "Risk aversion with many commodities," Journal of Economic Theory, Elsevier, vol. 8(3), pages 361-388, July.
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    Cited by:

    1. DREZE , Jacques H. & RUSTICHINI, Aldo, 2000. "State-dependent utility and decision theory," LIDAM Discussion Papers CORE 2000007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Yonatan Aumann, 2015. "A conceptual foundation for the theory of risk aversion," Discussion Paper Series dp686, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    3. Antoine Bommier & Jean-Charles Rochet, 2006. "Risk Aversion and Planning Horizons," Journal of the European Economic Association, MIT Press, vol. 4(4), pages 708-734, June.

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