Our joint paper Local Utility and Multivariate Risk Aversion, written with Alfred Galichon and Marc Henry will appear soon in Mathematics of Operations Research.
I will present it, next Thursday in our Risk Workshop, in Rennes, organized by Olivier L’Haridon.
OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (April 1, 2015). Local Utility and Multivariate Risk Aversion. Freakonometrics. Retrieved September 16, 2024 from https://doi.org/10.58079/ouze