On Bivariate Risk Premia
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
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.:
- EECKHOUDT, Louis & GOLLIER, Christian, .
"Which shape for the cost curve of risk?,"
CORE Discussion Papers RP
-1583, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Ross, Stephen A, 1981. "Some Stronger Measures of Risk Aversion in the Small and the Large with Applications," Econometrica, Econometric Society, vol. 49(3), pages 621-38, May.
- Gollier, Christian & Pratt, John W, 1996. "Risk Vulnerability and the Tempering Effect of Background Risk," Econometrica, Econometric Society, vol. 64(5), pages 1109-23, September.
- Israel Finkelshtain & James A. Chalfant, 1993. "Portfolio Choices in the Presence of Other Risks," Management Science, INFORMS, vol. 39(8), pages 925-936, August.
- Fanny Demers & Michel Demers, 1991.
"Multivariate Risk Aversion and Uninsurable Risks: Theory and Applications,"
Carleton Economic Papers
91-04, Carleton University, Department of Economics, revised Jun 1991.
- Fanny Demers & Michel Demers, 1991. "Multivariate Risk Aversion and Uninsurable Risks: Theory and Applications," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 16(1), pages 7-43, June.
- Pratt, John W & Zeckhauser, Richard J, 1987. "Proper Risk Aversion," Econometrica, Econometric Society, vol. 55(1), pages 143-54, January.
- Karni, Edi, 1979. "On Multivariate Risk Aversion," Econometrica, Econometric Society, vol. 47(6), pages 1391-1401, November.
- Kihlstrom, Richard E & Romer, David & Williams, Steve, 1981. "Risk Aversion with Random Initial Wealth," Econometrica, Econometric Society, vol. 49(4), pages 911-20, June.
- Kihlstrom, Richard E. & Mirman, Leonard J., 1974. "Risk aversion with many commodities," Journal of Economic Theory, Elsevier, vol. 8(3), pages 361-388, July.
- Duncan, George T, 1977. "A Matrix Measure of Multivariate Local Risk Aversion," Econometrica, Econometric Society, vol. 45(4), pages 895-903, May.
- Doherty, Neil A. & Schlesinger, Harris, 1986. "A note on risk premiums with random initial wealth," Insurance: Mathematics and Economics, Elsevier, vol. 5(3), pages 183-185, July.
When requesting a correction, please mention this item's handle: RePEc:kap:theord:v:50:y:2001:i:1:p:29-34. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn)or (Christopher F. Baum)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.