-
3
-
-
0011536321
-
Increasing generalized correlation: A definition and some economic consequences
-
Epstein L.G., Tanny S.M. Increasing generalized correlation: a definition and some economic consequences. Can. J. Econ. 13:1980;16-34.
-
(1980)
Can. J. Econ.
, vol.13
, pp. 16-34
-
-
Epstein, L.G.1
Tanny, S.M.2
-
4
-
-
0030367193
-
Risk vulnerability and the tempering effect of background risk
-
Gollier C., Pratt J.W. Risk vulnerability and the tempering effect of background risk. Econometrica. 64:1996;1109-1123.
-
(1996)
Econometrica
, vol.64
, pp. 1109-1123
-
-
Gollier, C.1
Pratt, J.W.2
-
5
-
-
0041970387
-
A strong (Ross) characterization of multivariate risk aversion
-
Grant S. A strong (Ross) characterization of multivariate risk aversion. Theory Decision. 38:1995;131-152.
-
(1995)
Theory Decision
, vol.38
, pp. 131-152
-
-
Grant, S.1
-
6
-
-
0039088487
-
Many good choice axioms: When can many-good lotteries be treated as money lotteries?
-
Grant S., Kajii A., Polak B. Many good choice axioms: when can many-good lotteries be treated as money lotteries? J. Econ. Theory. 56:1992;313-337.
-
(1992)
J. Econ. Theory
, vol.56
, pp. 313-337
-
-
Grant, S.1
Kajii, A.2
Polak, B.3
-
7
-
-
38249012789
-
Many good risks: An interpretation of multivariate risk and risk aversion without the independent axiom
-
Grant S., Kajii A., Polak B. Many good risks: an interpretation of multivariate risk and risk aversion without the independent axiom. J. Econ. Theory. 56:1992;338-351.
-
(1992)
J. Econ. Theory
, vol.56
, pp. 338-351
-
-
Grant, S.1
Kajii, A.2
Polak, B.3
-
8
-
-
0011879189
-
A note on comparative statics and stochastic dominance
-
Jewitt I. A note on comparative statics and stochastic dominance. J. Math. Econ. 15:1986;249-254.
-
(1986)
J. Math. Econ.
, vol.15
, pp. 249-254
-
-
Jewitt, I.1
-
9
-
-
84904006781
-
Risk aversion and the choice between risky prospects: The preservation of comparative statics results
-
Jewitt I. Risk aversion and the choice between risky prospects: the preservation of comparative statics results. Rev. Econ. Studies. 54:1987;73-85.
-
(1987)
Rev. Econ. Studies
, vol.54
, pp. 73-85
-
-
Jewitt, I.1
-
10
-
-
0001281895
-
Risk aversion with many commodities
-
Kihlstrom R.E., Mirman L.J. Risk aversion with many commodities. J. Econ. Theory. 8:1974;361-388.
-
(1974)
J. Econ. Theory
, vol.8
, pp. 361-388
-
-
Kihlstrom, R.E.1
Mirman, L.J.2
-
13
-
-
21844485180
-
Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
-
Landsberger M., Meilijson I. Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion. Ann. Operations Res. 52:1990;97-106.
-
(1990)
Ann. Operations Res.
, vol.52
, pp. 97-106
-
-
Landsberger, M.1
Meilijson, I.2
-
14
-
-
0000739250
-
Some concepts of dependence
-
Lehmann E. Some concepts of dependence. Ann. Math. Stat. 37:1966;1137-1153.
-
(1966)
Ann. Math. Stat.
, vol.37
, pp. 1137-1153
-
-
Lehmann, E.1
-
16
-
-
0021519871
-
Stochastic dominance decision rules when the attributes are utility independent
-
Mosler K.C. Stochastic dominance decision rules when the attributes are utility independent. Manage. Sci. 30:1984;1311-1322.
-
(1984)
Manage. Sci.
, vol.30
, pp. 1311-1322
-
-
Mosler, K.C.1
-
18
-
-
0001579697
-
Risk aversion in the small and in the large
-
Pratt J.W. Risk aversion in the small and in the large. Econometrica. 32:1964;122-136.
-
(1964)
Econometrica
, vol.32
, pp. 122-136
-
-
Pratt, J.W.1
-
19
-
-
0001374851
-
Aversion to one risk in the presence of others
-
Pratt J.W. Aversion to one risk in the presence of others. J. Risk Uncertainty. 1:1988;395-413.
-
(1988)
J. Risk Uncertainty
, vol.1
, pp. 395-413
-
-
Pratt, J.W.1
-
20
-
-
0042471037
-
The logic of partial risk aversion: Paradox lost
-
Pratt J.W. The logic of partial risk aversion: paradox lost. J. Risk Uncertainty. 3:1990;105-113.
-
(1990)
J. Risk Uncertainty
, vol.3
, pp. 105-113
-
-
Pratt, J.W.1
-
22
-
-
0016548838
-
Multivariate risk aversion, utility independence and separable utility functions
-
Richard S.F. Multivariate risk aversion, utility independence and separable utility functions. Manage. Sci. 22:1975;12-21.
-
(1975)
Manage. Sci.
, vol.22
, pp. 12-21
-
-
Richard, S.F.1
-
23
-
-
0002253195
-
Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions
-
Rinott Y., Samuel-Cahn E. Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions. J. Multivariate Anal. 37:1991;104-114.
-
(1991)
J. Multivariate Anal.
, vol.37
, pp. 104-114
-
-
Rinott, Y.1
Samuel-Cahn, E.2
-
24
-
-
0001489207
-
Some stronger measures of risk aversion in the small and in the large with applications
-
Ross S.A. Some stronger measures of risk aversion in the small and in the large with applications. Econometrica. 49:1981;621-638.
-
(1981)
Econometrica
, vol.49
, pp. 621-638
-
-
Ross, S.A.1
-
25
-
-
0001035308
-
Stochastic dominance with pair-wise risk aversion
-
Scarsini M. Stochastic dominance with pair-wise risk aversion. J. Math. Econ. 14:1985;187-201.
-
(1985)
J. Math. Econ.
, vol.14
, pp. 187-201
-
-
Scarsini, M.1
-
26
-
-
0000766106
-
Dominance conditions for multivariate utility functions
-
Scarsini M. Dominance conditions for multivariate utility functions. Manage. Sci. 34:1985;454-460.
-
(1985)
Manage. Sci.
, vol.34
, pp. 454-460
-
-
Scarsini, M.1
-
27
-
-
0042471042
-
-
Scarsini, 1988
-
Scarsini, 1988.
-
-
-
|