Observing different orders of risk aversion
- 1 December 1994
- journal article
- Published by Springer Science and Business Media LLC in Journal of Risk and Uncertainty
- Vol. 9 (3), 239-256
- https://doi.org/10.1007/bf01064202
Abstract
No abstract availableKeywords
This publication has 17 references indexed in Scilit:
- Behavior under risk: recent developments in theory and applicationsPublished by Cambridge University Press (CUP) ,2008
- The Independence Axiom and Asset ReturnsPublished by National Bureau of Economic Research ,1991
- A Theory of Disappointment AversionEconometrica, 1991
- Evidence of a new violation of the independence axiomJournal of Risk and Uncertainty, 1991
- ‘First-order’ risk aversion and the equity premium puzzleJournal of Monetary Economics, 1990
- Comparative statics and non-expected utility preferencesJournal of Economic Theory, 1989
- Risk aversion in the theory of expected utility with rank dependent probabilitiesJournal of Economic Theory, 1987
- A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais ParadoxEconometrica, 1983
- "Expected Utility" Analysis without the Independence AxiomEconometrica, 1982
- Continuous and smooth consumers: Approximation theoremsJournal of Economic Theory, 1974