On risk aversion and bargaining outcomes. (Q1867027): Difference between revisions

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+Concavifiability and constructions of concave utility functions
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+Q3939631
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+The Bargaining Problem
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+Q3576736
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+A Note on Risk Aversion in a Perfect Equilibrium Model of Bargaining
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+Risk Aversion and Nash's Solution for Bargaining Games with Risky Outcomes
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+Perfect Equilibrium in a Bargaining Model
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+On the Interpretation of the Nash Bargaining Solution and Its Extension to Non-Expected Utility Preferences
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+Risk Aversion in the Nash Bargaining Problem with Risky Outcomes and Risky Disagreement Points
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+Bargaining solutions without the expected utility hypothesis
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+Distortion of Utilities and the Bargaining Problem
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+The manipulability of the Shapley-value
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+Payoff equivalence in sealed bid auctions and the dual theory of choice under risk
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+On the Existence of an Optimal Plan in a Continuous-Time Allocation Process
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+The Dual Theory of Choice under Risk
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