When does aggregation reduce risk aversion? (Q2276555): Difference between revisions

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+Sharing Beliefs: Between Agreeing and Disagreeing
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+Equilibrium in a Reinsurance Market
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+Uncertainty averse preferences
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+Normal rank
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+Risk seeking with diminishing marginal utility in a non-expected utility model
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+Ambiguity through confidence functions
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+Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
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+On social welfare functions and the aggregation of preferences
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+On equilibria when agents have multiple priors
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+Continuity Properties of Paretian Utility
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+Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
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+A Definition of Uncertainty Aversion
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+Intertemporal Asset Pricing under Knightian Uncertainty
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+A theory of subjective compound lotteries
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+Ambiguity made precise: A comparative foundation
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+Maxmin expected utility with non-unique prior
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+Wealth Inequality and Asset Pricing
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+Q3939631
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+A Smooth Model of Decision Making under Ambiguity
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+A More Robust Definition of Subjective Probability
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+Uncertainty and Risk in Financial Markets
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+Subjective Beliefs and ex ante Trade
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+Q5638112
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+On the Interpretation of the Nash Bargaining Solution and Its Extension to Non-Expected Utility Preferences
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+Subjective Probability and Expected Utility without Additivity
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+Ambiguity and Second-Order Belief
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+Vector Expected Utility and Attitudes Toward Variation
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+Separating marginal utility and probabilistic risk aversion
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