Local utility and multivariate risk aversion
Arthur Charpentier (Université du Québec à Montréal, Montréal, Quebec, Canada; and Université de Rennes, Rennes, France), Alfred Galichon (Sciences-Po, Paris, France; and New York University, New York, NY), Marc Henry (Pennsylvania State University, State College, Pennsylvania)
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Charpentier, Arthur ; Galichon, Alfred ; Henry, Marc |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 41.2016, 2, p. 466-476
|
| Subject: | local utility | multivariate risk aversion | multivariate rank dependent utility | pessimism | multivariate Bickel-Lehmann dispersion | Nutzen | Utility | Theorie | Theory | Risiko | Risk | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2015.0736 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011520461