Econometrica: Jan 1981, Volume 49, Issue 1

Criteres Simples pour la Prise en Compte du Risque

https://doi.org/0012-9682(198101)49:1<153:CSPLPE>2.0.CO;2-#
p. 153-170

Claude Henry

This paper deals with rules suitable for evaluating risky consequences of economic projects when various forms of stochastic dependence have to be taken into account. The Validity of various certainty-equivalence results, including the Arrow-Lind theorem, are reexamined in this framework.

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