On multiattributive risk aversion: some clarifying results
No abstract is available for this item.
Volume (Year): 1 (2007)
Issue (Month): 1 (April)
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- Taizhong Hu & Alfred Müller & Marco Scarsini, 2002.
"Some Counterexamples in Positive Dependence,"
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"A good sign for multivariate risk taking,"
CORE Discussion Papers RP
1900, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- repec:ebl:ecbull:v:4:y:2007:i:29:p:1-8 is not listed on IDEAS
- Stapleton, R C & Subrahmanyam, Marti G, 1978. "A Multiperiod Equilibrium Asset Pricing Model," Econometrica, Econometric Society, vol. 46(5), pages 1077-96, September.
- Christophe Courbage, 2002. "On bivariate risk aversion," Atlantic Economic Journal, International Atlantic Economic Society, vol. 30(1), pages 98-98, March.
- Marco Scarsini, 1985.
"Stochastic dominance with pair-wise risk aversion,"
- Kihlstrom, Richard E. & Mirman, Leonard J., 1974. "Risk aversion with many commodities," Journal of Economic Theory, Elsevier, vol. 8(3), pages 361-388, July.
- Larry G. Epstein & Stephen M. Tanny, 1980. "Increasing Generalized Correlation: A Definition and Some Economic Consequences," Canadian Journal of Economics, Canadian Economics Association, vol. 13(1), pages 16-34, February.
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