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On Multivariate Risk Aversion

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  • Karni, Edi

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  • Karni, Edi, 1979. "On Multivariate Risk Aversion," Econometrica, Econometric Society, vol. 47(6), pages 1391-1401, November.
  • Handle: RePEc:ecm:emetrp:v:47:y:1979:i:6:p:1391-1401
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    Cited by:

    1. repec:ebl:ecbull:v:4:y:2003:i:31:p:1-7 is not listed on IDEAS
    2. 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.
    3. Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART - LERECO 14-01, INRA UMR SMART-LERECO.
    4. Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih, 2012. "International diversification: An extreme value approach," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 871-885.
    5. Sudhir A. Shah, 2006. "Comparative risk aversion when the outcomes are vectors," Working papers 149, Centre for Development Economics, Delhi School of Economics.
    6. Colson, Gérard, 1993. "Prenons-nous assez de risque dans les théories du risque?," L'Actualité Economique, Société Canadienne de Science Economique, vol. 69(1), pages 111-141, mars.
    7. Sudhir A. Shah, 2016. "The Generalized Arrow-Pratt Coefficient," Working papers 254, Centre for Development Economics, Delhi School of Economics.
    8. Jouini, Elyès & Napp, Clotilde & Nocetti, Diego, 2013. "On multivariate prudence," Journal of Economic Theory, Elsevier, vol. 148(3), pages 1255-1267.
    9. Robert Nau, 2011. "Risk, ambiguity, and state-preference theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 437-467, October.
    10. Crainich, David & Eeckhoudt, Louis & Le Courtois, Olivier, 2017. "Health and portfolio choices: A diffidence approach," European Journal of Operational Research, Elsevier, vol. 259(1), pages 273-279.
    11. 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).
    12. Saha, Atanu, 1994. "Compensated optimal response under uncertainty in agricultural household models," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 11(2-3), December.
    13. Karni, Edi & Safra, Zvi, 2002. "Intensity of the Sense of Fairness: Measurement and Behavioral Characterization," Journal of Economic Theory, Elsevier, vol. 105(2), pages 318-337, August.
    14. Elisa Pagani, 2015. "Certainty Equivalent: Many Meanings of a Mean," Working Papers 24/2015, University of Verona, Department of Economics.
    15. Christophe Courbage, 2001. "On Bivariate Risk Premia," Theory and Decision, Springer, vol. 50(1), pages 29-34, February.
    16. 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.
    17. Sudhir A. Shah, 2010. "Comparative Risk Aversion When the Outcomes are Vectors," Working Papers id:2907, eSocialSciences.
    18. 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.
    19. Louis Raymond Eeckhoudt & Elisa Pagani & Eugenio Peluso, 2017. "Multidimensional Risk Aversion: The Cardinal Sin," Working Papers 12/2017, University of Verona, Department of Economics.
    20. Eisenhauer, Joseph G., 2006. "Risk aversion and prudence in the large," Research in Economics, Elsevier, vol. 60(4), pages 179-187, December.
    21. Ercolani, Marco, 2000. "The price augmented risk premium, theory and application," Economics Discussion Papers 8830, University of Essex, Department of Economics.
    22. Kannai, Yakar & Selden, Larry & Kang, Minwook & Wei, Xiao, 2016. "Risk neutrality regions," Journal of Mathematical Economics, Elsevier, vol. 62(C), pages 75-89.
    23. Sidorenko, Alexandra, 2001. "Stochastic Model of Demand for Medical Care with Endogenous Labour Supply and Health Insurance," Departmental Working Papers 2001-08, The Australian National University, Arndt-Corden Department of Economics.
    24. Jean Fernand Nguema, 2003. "Sense of impartiality," Economics Bulletin, AccessEcon, vol. 4(31), pages 1-7.

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