{"id":"https://openalex.org/W2036088752","doi":"https://doi.org/10.1007/978-94-009-5053-5_13","title":"Multivariate risk aversion with applications","display_name":"Multivariate risk aversion with applications","publication_year":1985,"publication_date":"1985-01-01","ids":{"openalex":"https://openalex.org/W2036088752","doi":"https://doi.org/10.1007/978-94-009-5053-5_13","mag":"2036088752"},"language":"en","primary_location":{"id":"doi:10.1007/978-94-009-5053-5_13","doi":"https://doi.org/10.1007/978-94-009-5053-5_13","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-94-009-5053-5_13","pdf_url":null,"source":{"id":"https://openalex.org/S4210233003","display_name":"Advanced studies in theoretical and applied econometrics","issn_l":"1570-5811","issn":["1570-5811","2214-7977"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core"],"host_organization":"https://openalex.org/P4310320108","host_organization_name":"Springer Nature (Netherlands)","host_organization_lineage":["https://openalex.org/P4310320108","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature (Netherlands)","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advanced Studies in Theoretical and Applied Econometrics","raw_type":"book-chapter"},"volume":{"id":"https://openalex.org/W393773552","display_name":"Information and Efficiency in Economic Decision"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5113723851","display_name":"Jati Kumar Sengupta","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I154570441","display_name":"University of California, Santa Barbara","ror":"https://ror.org/02t274463","country_code":"US","type":"education","lineage":["https://openalex.org/I154570441"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Jati K. Sengupta","raw_affiliation_strings":["Department of Economics University of California, Santa Barbara Santa Barbara, Calfornia 93106, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics University of California, Santa Barbara Santa Barbara, Calfornia 93106, USA","institution_ids":["https://openalex.org/I154570441"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5113723851"],"corresponding_institution_ids":["https://openalex.org/I154570441"],"apc_list":null,"apc_paid":null,"fwci":2.9545,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.859375,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"351","last_page":"370"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10315","display_name":"Decision-Making and Behavioral Economics","score":0.9580000042915344,"subfield":{"id":"https://openalex.org/subfields/1800","display_name":"General Decision Sciences"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10315","display_name":"Decision-Making and Behavioral Economics","score":0.9580000042915344,"subfield":{"id":"https://openalex.org/subfields/1800","display_name":"General Decision Sciences"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.026599999517202377,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13500","display_name":"Probability and Statistical Research","score":0.0012000000569969416,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/absolute-risk-aversion","display_name":"absolute risk aversion","score":0.9800000190734863},{"id":"https://openalex.org/keywords/certainty-equivalence","display_name":"certainty equivalence","score":0.7139999866485596},{"id":"https://openalex.org/keywords/utility-functions","display_name":"utility functions","score":0.7080000042915344},{"id":"https://openalex.org/keywords/lotteries","display_name":"lotteries","score":0.7900000214576721},{"id":"https://openalex.org/keywords/decision-making-under-uncertainty","display_name":"decision making under uncertainty","score":0.828000009059906},{"id":"https://openalex.org/keywords/expected-utility","display_name":"expected utility","score":0.44699999690055847}],"concepts":[{"id":"https://openalex.org/C2777340749","wikidata":"https://www.wikidata.org/wiki/Q6684955","display_name":"Lottery","level":2,"score":0.7041652798652649},{"id":"https://openalex.org/C36686422","wikidata":"https://www.wikidata.org/wiki/Q11167","display_name":"Tilde","level":2,"score":0.5154536366462708},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5135079026222229},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.47133374214172363},{"id":"https://openalex.org/C57691317","wikidata":"https://www.wikidata.org/wiki/Q1289248","display_name":"Scalar (mathematics)","level":2,"score":0.4707299470901489},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.45381635427474976},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.41921207308769226},{"id":"https://openalex.org/C2778572836","wikidata":"https://www.wikidata.org/wiki/Q380933","display_name":"Space (punctuation)","level":2,"score":0.41494515538215637},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1510707139968872},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.1139225959777832},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.08454447984695435},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.08322334289550781},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-94-009-5053-5_13","doi":"https://doi.org/10.1007/978-94-009-5053-5_13","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-94-009-5053-5_13","pdf_url":null,"source":{"id":"https://openalex.org/S4210233003","display_name":"Advanced studies in theoretical and applied econometrics","issn_l":"1570-5811","issn":["1570-5811","2214-7977"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core"],"host_organization":"https://openalex.org/P4310320108","host_organization_name":"Springer Nature (Netherlands)","host_organization_lineage":["https://openalex.org/P4310320108","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature (Netherlands)","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advanced Studies in Theoretical and Applied Econometrics","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W630581685","https://openalex.org/W1273009213","https://openalex.org/W1530041619","https://openalex.org/W1592102826","https://openalex.org/W1593112609","https://openalex.org/W1975687818","https://openalex.org/W1977567824","https://openalex.org/W1998518767","https://openalex.org/W2005362655","https://openalex.org/W2016989980","https://openalex.org/W2028885698","https://openalex.org/W2054235992","https://openalex.org/W2063067667","https://openalex.org/W2076452041","https://openalex.org/W2145917143","https://openalex.org/W2580645530","https://openalex.org/W4229544044","https://openalex.org/W4230950302","https://openalex.org/W4247775241","https://openalex.org/W4252707658","https://openalex.org/W6635487743"],"related_works":["https://openalex.org/W4250007077","https://openalex.org/W121989287","https://openalex.org/W86371733","https://openalex.org/W585761225","https://openalex.org/W2015877203","https://openalex.org/W214207692","https://openalex.org/W200380347","https://openalex.org/W2093681361","https://openalex.org/W2159766520","https://openalex.org/W3002856570"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}