On multiattributive risk aversion: some clarifying results
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Volume (Year): 1 (2007)
Issue (Month): 1 (April)
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- Christophe Courbage, 2002. "On bivariate risk aversion," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 30(1), pages 98-98, March.
- Scarsini, Marco, 1985.
"Stochastic dominance with pair-wise risk aversion,"
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- L. Eeckhoudt & H. Schlesinger & Béatrice Rey, 2007.
"A good sign for multivariate risk taking,"
- EECKHOUDT, louis & REY, Béatrice & SCHLESINGER, Harris, . "A good sign for multivariate risk taking," CORE Discussion Papers RP 1900, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Louis Eeckhoudt & Béatrice Rey & Harris Schlesinger, 2006. "A Good Sign for Multivariate Risk Taking," CESifo Working Paper Series 1796, CESifo Group Munich.
- Pratt, John W, 1988. "Aversion to One Risk in the Presence of Others," Journal of Risk and Uncertainty, Springer, vol. 1(4), pages 395-413, December.
- Kihlstrom, Richard E. & Mirman, Leonard J., 1974. "Risk aversion with many commodities," Journal of Economic Theory, Elsevier, vol. 8(3), pages 361-388, July.
- Taizhong Hu & Alfred Müller & Marco Scarsini, 2002.
"Some Counterexamples in Positive Dependence,"
ICER Working Papers - Applied Mathematics Series
28-2003, ICER - International Centre for Economic Research, revised Jul 2003.
- Stapleton, R C & Subrahmanyam, Marti G, 1978. "A Multiperiod Equilibrium Asset Pricing Model," Econometrica, Econometric Society, vol. 46(5), pages 1077-96, September.
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