Pages that link to "Item:Q1095773"
From MaRDI portal
The following pages link to Risk aversion in the theory of expected utility with rank dependent probabilities (Q1095773):
Displayed 23 items.
- Approximate portfolio analysis (Q1806756) (← links)
- A unifying approach to axiomatic non-expected utility theories (Q1824525) (← links)
- Comparative statics and non-expected utility preferences (Q1825102) (← links)
- Coherent odds and subjective probability (Q1867353) (← links)
- Economic choice in generalized expected utility theory (Q1891347) (← links)
- Time and risk (Q1893514) (← links)
- Two errors in the `Allais impossibility theorem' (Q1906050) (← links)
- A theory of coarse utility (Q1908000) (← links)
- On games under expected utility with rank dependent probabilities (Q1915811) (← links)
- Comparative statics tests between decision models under risk (Q1961269) (← links)
- Existence and uniqueness of ordinal Nash outcomes (Q1977401) (← links)
- Subjective expected utility with non-additive probabilities on finite state spaces (Q2277122) (← links)
- Two-moment decision models and rank-dependent utility (Q2366130) (← links)
- On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) (← links)
- Dynamic decision making without expected utility: an operational approach (Q2569111) (← links)
- Representation of the core of convex measure games via Kantorovich potentials (Q2581794) (← links)
- Characterizing optimism amd pessimism directly through comonotonicity (Q2640420) (← links)
- From sure to strong diversification (Q2642872) (← links)
- Linear cumulative prospect theory with applications to portfolio selection and insurance demand (Q2644367) (← links)
- Risk Exchange with Distorted Probabilities (Q3632869) (← links)
- Decisions under risk and uncertainty: A survey of recent developments (Q4007116) (← links)
- Stochastic dominance with nonadditive probabilities (Q4201809) (← links)
- The reflection effect for constant risk averse agents (Q5934222) (← links)