Note—A Note on Multivariate Risk and Separable Utility Functions
Management SciencePublished 1 June 1977
Richard S. Engelbrecht
Citations6
SJR quartileQ1
SJR score5.72
SNIP2.88
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Abstract
Richard [Richard, Scott F. 1975. Multivariate risk aversion utility independence and separable utility function. Management Sci. 22 (1) 12–21.] derived a number of results on multivariate risk for sufficiently regular utility functions. The results generalize to quite arbitrary utility functions.
Keywords
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