Publication:2642872

DOI10.1007/S00199-006-0126-2zbMATH Open1190.91072OpenAlexW2052973993MaRDI QIDQ2642872FDOQ2642872

Ghizlane Lakhnati, Alain Chateauneuf

Publication date: 6 September 2007

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00194670

zbMATH Keywords

diversificationstrong risk aversionweak risk aversion

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Portfolio theory (91G10)

Cites Work

• Title not available (Why is that?)
• The Dual Theory of Choice under Risk
• Continuity Properties of Paretian Utility
• Diversification, convex preferences and non-empty core in the Choquet expected utility model.
• Risk seeking with diminishing marginal utility in a non-expected utility model
• A Schur concave characterization of risk aversion for non-expected utility preferences
• Risk aversion in the theory of expected utility with rank dependent probabilities
• Separating marginal utility and probabilistic risk aversion
• Asset Demand Without the Independence Axiom
• Anticipated utility: A measure representation approach
• Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences
• Characterization of symmetrical monotone risk aversion in the RDEU model.
• Positivity of bid-ask spreads and symmetrical monotone risk aversion

Cited In (6)

• Risk attitudes in axiomatic decision theory: a conceptual perspective
• Comparative statics in an ordinal theory of choice under risk
• Preferences over all random variables: incompatibility of convexity and continuity
• Concave/convex weighting and utility functions for risk: a new light on classical theorems
• Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents
• Diversification preferences in the theory of choice

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