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Risk Aversion over Incomes and Risk Aversion over Commodities.

Abstract:
This note determines the precise connection between an agent`s attitude towards income risks and his attitude over risks in the underlying consumption space. Our results follow a general mathematical theory connecting the curvature properties of an objective function with the ray-curvature properties of its dual.

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Volume:
2003-W09
Series:
Nuffield College Economics Working Papers
Publication date:
2003-01-01
URN:
uuid:f5358452-74b0-43d9-a0d8-fe1769e410e8
Local pid:
oai:economics.ouls.ox.ac.uk:14838
Language:
English

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