Some theory of bivariate risk attitude
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References listed on IDEAS
- 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.
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More about this item
KeywordsBivariate risk aversion; concordance aversion; submodular functions; bivariate association; concordance; dependence; diversification.;
- C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-RMG-2004-12-12 (Risk Management)
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