Rejecting small gambles under expected utility

DOI10.1016/j.econlet.2005.09.017zbMath1254.91151OpenAlexW2135650040WikidataQ96379594 ScholiaQ96379594MaRDI QIDQ1929100

Ignacio Palacios-Huerta, Roberto Serrano

Publication date: 7 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2005.09.017

zbMATH Keywords

expected utilityrisk aversion

Mathematics Subject Classification ID

Utility theory (91B16) Probabilistic games; gambling (91A60)

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• Asset Pricing in Economies with Frictions

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