MULTIVARIATE RISK AVERSION

被引：44

作者：

KARNI, E ^{[1
]}

机构：

[1] UNIV CHICAGO,CHICAGO,IL 60637

来源：

关键词：

D O I：

10.2307/1914007

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1391 / 1401

页数：11

共 9 条

[1]

Arrow K., 1971, THEORY DISCRIMINATIO

[2] MATRIX MEASURE OF MULTIVARIATE LOCAL RISK AVERSION [J].

DUNCAN, GT .

[3]

DUNCAN GT, 1975, 101 CARN MELL U DEP

[4]

KATZNER DW, 1970, STATIC DEMAND THEORY

[5] RISK INDEPENDENCE AND MULTIATTRIBUTED UTILITY FUNCTIONS [J].

KEENEY, RL .

[6] RISK AVERSION WITH MANY COMMODITIES [J].

KIHLSTROM, RE ;

MIRMAN, LJ .

[7] RISK PREMIUM WITH MANY COMMODITIES [J].

PAROUSH, J .

[8] RISK-AVERSION IN THE SMALL AND IN THE LARGE [J].

PRATT, JW .

[9]

STIGLITZ JE, 1969, ECONOMERICA, V31, P660