Abstract
An argument of Kihlstrom and Mirman concerning comparative risk aversion with many goods is formalized. Taking more risk averse to mean that an individual is less willing to accept a risky lottery or the riskiest of two lotteries, it is shown that risk aversion cannot be compared across individuals with different preferences so concave transforms of utility functions may indeed be taken as a basis for comparative risk aversion. A characterization of multivariate comparative risk aversion is thereby obtained.
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