Concepedia

Multivariate Risk Aversion

Multivariate Risk Aversion is a theoretical construct in decision theory that extends the concept of risk aversion to multivariate outcomes by capturing an individual's preference for reducing variability across multiple dimensions of risk simultaneously, distinguished from univariate risk aversion through its consideration of interdependencies among multiple sources of uncertainty.

27

Publications

1.8K

Citations

41

Authors

40

Institutions

Publications per year

2017–2026

3

Parents

Publications

27

Cash Crop Production, Food Price Volatility, and Rural Market Integration in the Third World

Marcel Fafchamps · American Journal of Agricultural Economics · 1992 · 499 citations

, , +16

Multivariate Risk Aversion, Utility Independence and Separable Utility Functions

Scott F. Richard · Management Science · 1975 · 297 citations

, , +16

Intrinsic Preference for Information

Simon Grant, Atsushi Kajii, Ben Polak · Journal of Economic Theory · 1998 · 153 citations · Full text

, , +16

A Matrix Measure of Multivariate Local Risk Aversion

George T. Duncan · Econometrica · 1977 · 113 citations

, , +13

On Multivariate Risk Aversion

Edi Karni · Econometrica · 1979 · 98 citations

, , +13

1–5 of 27

Authors

41

  1. EK
    Edi Karni

    Johns Hopkins University, United States

    4 publications · 183 citations

    4

    h-index

  2. BP
    Ben Polak

    Yale University, United States

    2 publications · 166 citations

    2

    h-index

  3. AG
    Alfred Galichon

    Courant Institute of Mathematical Sciences, United States

    2 publications · 50 citations

    2

    h-index

  4. SG
    Simon Grant

    Australian National University, Australia

    2 publications · 166 citations

    2

    h-index

  5. MH
    Marc Henry

    Laboratoire de Chimie Moléculaire, France

    2 publications · 50 citations

    2

    h-index

1–5 of 41

Institutions

40

  1. Tilburg University

    Tilburg, The Netherlands

    2 h-index

    2 publications

    63 citations

  2. Johns Hopkins University

    Baltimore, United States

    2 h-index

    2 publications

    50 citations

  3. Carnegie Mellon University

    Pittsburgh, United States

    2 h-index

    3 publications

    317 citations

  4. New York University

    New York, United States

    2 h-index

    3 publications

    32 citations

  5. Centre de Recherche en Économie et Management

    Rennes, France

    1 h-index

    1 publications

    41 citations

  6. University of Alabama

    Tuscaloosa, United States

    1 h-index

    1 publications

    21 citations

  7. Australian National University

    Canberra, Australia

    1 h-index

    1 publications

    153 citations

  8. Heidelberg University

    Heidelberg, Germany

    1 h-index

    1 publications

    22 citations

1–8 of 40

Venues

  1. Management Science

    4 publications · 443 citations

    4

    h-index

  2. Journal of Economic Theory

    JET · 4 publications · 218 citations

    4

    h-index

  3. SSRN Electronic Journal

    Repository · 4 publications · 151 citations

    4

    h-index

  4. Econometrica

    3 publications · 221 citations

    3

    h-index

  5. International Economic Review

    3 publications · 80 citations

    3

    h-index

1–5