Risk aversion for variational and multiple-prior preferences

DOI10.1016/J.JMATECO.2010.08.020zbMath1242.91069OpenAlexW1975768577MaRDI QIDQ433158

Jan Werner

Publication date: 13 July 2012

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2010.08.020

zbMATH Keywords

risk aversionmean-independent riskmultiple-prior expected utilityvariational preferences

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (1)

The use of Markov operators to constructing generalised probabilities

Cites Work

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• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
• Risk Aversion in the Small and in the Large
• Probabilistic Sophistication and Multiple Priors
• Stochastic finance. An introduction in discrete time

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