Local Utility and Multivariate Risk Aversion

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.



Cite this blog post
Arthur Charpentier (2015, April 1). Local Utility and Multivariate Risk Aversion. Freakonometrics. Retrieved May 21, 2024, from https://doi.org/10.58079/ouze

Leave a Reply

Your email address will not be published. Required fields are marked *

This site uses Akismet to reduce spam. Learn how your comment data is processed.