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Volumn 23, Issue 3, 2004, Pages 689-699

Jointly radial and translation homothetic preferences: Generalized constant risk aversion

Author keywords

Radial homotheticity; Translation homotheticity

Indexed keywords


EID: 1642587095     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00199-003-0386-z     Document Type: Article
Times cited : (7)

References (13)
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  • 2
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    • Primal and dual approaches to the analysis of risk aversion
    • University of Maryland
    • Chambers, R. G., Quiggin, J.: Primal and dual approaches to the analysis of risk aversion. Working Paper, University of Maryland (2001)
    • (2001) Working Paper
    • Chambers, R.G.1    Quiggin, J.2
  • 3
    • 0032219883 scopus 로고    scopus 로고
    • Translation homotheticity
    • Chambers, R. G., Fare, R.: Translation homotheticity. Economic Theory 11, 629-641 (1998)
    • (1998) Economic Theory , vol.11 , pp. 629-641
    • Chambers, R.G.1    Fare, R.2
  • 5
    • 0001627170 scopus 로고
    • A generalisation of the quasilinear mean with applications to the measurement of income inequality and decision theory resolving the Allais paradox
    • Chew, S.: A generalisation of the quasilinear mean with applications to the measurement of income inequality and decision theory resolving the Allais paradox. Econometrica 51(4), 1065-1092 (1983)
    • (1983) Econometrica , vol.51 , Issue.4 , pp. 1065-1092
    • Chew, S.1
  • 7
    • 0042441262 scopus 로고    scopus 로고
    • A generalization of Pratt-Arrow measure to non-expected utility preferences and inseparable probability and utility
    • Fuqua School of Business, Duke University
    • Nau, R.: A generalization of Pratt-Arrow measure to non-expected utility preferences and inseparable probability and utility. Working Paper, Fuqua School of Business, Duke University (2001)
    • (2001) Working Paper
    • Nau, R.1
  • 8
    • 0009063839 scopus 로고
    • A price characterisation of efficient random variables
    • Peleg, B., Yaari, M.: A price characterisation of efficient random variables. Econometrica 43, 283-292 (1975)
    • (1975) Econometrica , vol.43 , pp. 283-292
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  • 9
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    • Risk premiums and benefit measures for generalized expected utility theories
    • Quiggin, J., Chambers, R. G.: Risk premiums and benefit measures for generalized expected utility theories. Journal of Risk and Uncertainty 17, 121-138 (1998)
    • (1998) Journal of Risk and Uncertainty , vol.17 , pp. 121-138
    • Quiggin, J.1    Chambers, R.G.2
  • 10
    • 0004267646 scopus 로고
    • Princeton: Princeton University Press
    • Rockafellar, R. T.: Convex analysis. Princeton: Princeton University Press 1970
    • (1970) Convex Analysis
    • Rockafellar, R.T.1
  • 12
    • 0002569928 scopus 로고
    • The dual theory of choice under risk
    • Yaari, M.: The dual theory of choice under risk. Econometrica 55, 95-115 (1987)
    • (1987) Econometrica , vol.55 , pp. 95-115
    • Yaari, M.1
  • 13
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    • Some remarks on measures of risk aversion and on their uses
    • Yaari, M.: Some remarks on measures of risk aversion and on their uses. Journal of Economic Theory 1, 315-329 (1969)
    • (1969) Journal of Economic Theory , vol.1 , pp. 315-329
    • Yaari, M.1


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