{"created":"2021-03-01T07:02:02.929929+00:00","id":42193,"links":{},"metadata":{"_buckets":{"deposit":"c053d779-e94c-4c2f-8c78-e4846d71b0f0"},"_deposit":{"id":"42193","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42193"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042193","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2012-01","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-836","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"We revisit Machina's local utility as a tool to analyze attitudes to multivariate risks. Using martingale embedding techniques, we show that for nonexpected utility maximizers choosing between multivariate prospects, aversion to multivariate mean preserving increases in risk is equivalent to the concavity of the local utility functions, thereby generalizing Machina's result in [18]. To analyze comparative risk attitudes within the multivariate extension of rank dependent expected utility of [10], we extend Quiggin's monotone mean and utility preserving increases in risk and show that the useful characterization given in [17] still holds in the multivariate case.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2012/2012cf836ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"335","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Université du Québec à Montréal"},{"subitem_text_value":"Ecole Polytechnique"},{"subitem_text_value":"Université de Montréal"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Charpentier, Arthur"}],"nameIdentifiers":[{"nameIdentifier":"97120","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Galichon, Alfred"}],"nameIdentifiers":[{"nameIdentifier":"97121","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Henry, Marc"}],"nameIdentifiers":[{"nameIdentifier":"97122","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"local utility","subitem_subject_scheme":"Other"},{"subitem_subject":"multivariate risk aversion","subitem_subject_scheme":"Other"},{"subitem_subject":"multivariate rank dependent utility","subitem_subject_scheme":"Other"},{"subitem_subject":"pessimism","subitem_subject_scheme":"Other"},{"subitem_subject":"multivariate Bickel-Lehmann dispersion","subitem_subject_scheme":"Other"},{"subitem_subject":"JEL subject classification: D63, D81, C61","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Local Utility and Multivariate Risk Aversion","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Local Utility and Multivariate Risk Aversion"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-05-31"},"publish_date":"2013-05-31","publish_status":"0","recid":"42193","relation_version_is_last":true,"title":["Local Utility and Multivariate Risk Aversion"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:25.286419+00:00"}