A Good Sign for Multivariate Risk Taking
为多属性风险决策中效用函数交叉导数的符号提供了简单直观的解释，将其等价于个体对特定简单彩票的偏好，对研究多维度风险态度的学者有用。
Decisions under risk are often multidimensional, where the preferences of the decision maker depend on several attributes. For example, an individual might be concerned about both her level of wealth and the condition of her health. Many times the signs of successive cross-derivatives of a utility function play an important role in these models. However, there has not been a simple and intuitive interpretation for the meaning of such derivatives. The purpose of this paper is to give such an interpretation. In particular, we provide an equivalence between the signs of these cross-derivatives and individual preference within a particular class of simple lotteries.