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A contribution to duality theory, applied to the measurement of risk aversion

Author

Listed:
  • Juan Martínez-Legaz

    ()

  • John Quah

    ()

Abstract

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Suggested Citation

  • Juan Martínez-Legaz & John Quah, 2007. "A contribution to duality theory, applied to the measurement of risk aversion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(2), pages 337-362, February.
  • Handle: RePEc:spr:joecth:v:30:y:2007:i:2:p:337-362
    DOI: 10.1007/s00199-005-0053-7
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    References listed on IDEAS

    as
    1. Mas-Colell,Andreu, 1990. "The Theory of General Economic Equilibrium," Cambridge Books, Cambridge University Press, number 9780521388702.
    2. Hanoch, Giora, 1977. "Risk Aversion and Consumer Preferences," Econometrica, Econometric Society, vol. 45(2), pages 413-426, March.
    3. John K.-H. Quah, 2000. "The Monotonicity of Individual and Market Demand," Econometrica, Econometric Society, vol. 68(4), pages 911-930, July.
    4. Kihlstrom, Richard E. & Mirman, Leonard J., 1974. "Risk aversion with many commodities," Journal of Economic Theory, Elsevier, vol. 8(3), pages 361-388, July.
    5. Levy, Haim & Levy, Azriel, 1991. "Arrow-Pratt Measures of Risk Aversion: The Multivariate Case," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(4), pages 891-898, November.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Sudhir A. Shah, 2009. "Duality Mappings For The Theory of Risk Aversion with Vector Outcomes," Working Papers id:2085, eSocialSciences.
    2. Wing-Keung Wong & Chenghu Ma, 2008. "Preferences over location-scale family," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 37(1), pages 119-146, October.
    3. Sudhir A. Shah, 2007. "Duality mappings for the theory of risk aversion with vector outcomes," Working papers 160, Centre for Development Economics, Delhi School of Economics.

    More about this item

    Keywords

    Risk aversion; Concavity; Duality; Homotheticity; Cost curves; C61; D11; D81;

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • D11 - Microeconomics - - Household Behavior - - - Consumer Economics: Theory
    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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