Note--A Note on Multivariate Risk and Separable Utility Functions

Richard Engelbrecht
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Richard Engelbrecht: 20 North Triphammer Road, Apt NIB, Ithaca, New York 14850

Management Science, 1977, vol. 23, issue 10, 1143-1144

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.

Date: 1977
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