Risk Aversion over Incomes and Risk Aversion over Commodities
This note determines the precise connection between an agent's attitude towards income risks and his attitude over risks in the underlying consumption space. Our results follow a general mathematical theory connecting the curvature properties of an objective function with the ray-curvature properties of its dual.
|Date of creation:||18 Mar 2003|
|Date of revision:|
|Contact details of provider:|| Web page: https://www.nuffield.ox.ac.uk/economics/|
References listed on IDEAS
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- John K.-H. Quah, 2000.
"The Monotonicity of Individual and Market Demand,"
Econometric Society, vol. 68(4), pages 911-930, July.
- Mas-Colell,Andreu, 1990.
"The Theory of General Economic Equilibrium,"
Cambridge University Press, number 9780521388702, Junio.
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