Pages that link to "Item:Q1259259"
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The following pages link to Temporal von Neumann-Morgenstern and induced preferences (Q1259259):
Displaying 24 items.
- Conditional preference orders and their numerical representations (Q268632) (← links)
- Discounting axioms imply risk neutrality (Q378764) (← links)
- Relative concave utility for risk and ambiguity (Q423712) (← links)
- Optimal consumption and investment with Epstein-Zin recursive utility (Q503395) (← links)
- Equilibrium without independence (Q582216) (← links)
- Temporal risk and the nature of induced preferences (Q792197) (← links)
- Equivalence between time consistency and nested formula (Q827137) (← links)
- The tradeoff between risk sharing and information production in financial markets (Q848610) (← links)
- Unique induced preference representations (Q932768) (← links)
- Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors (Q1039733) (← links)
- An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom (Q1087452) (← links)
- A correspondence theorem between expected utility and smooth utility (Q1107403) (← links)
- Intrinsic preference for information (Q1277090) (← links)
- Violations of the betweenness axiom and nonlinearity in probability (Q1322512) (← links)
- Experimentation with heteroskedastic noise (Q1341489) (← links)
- A challenge to the compound lottery axiom: A two-stage normative structure and comparison to other theories (Q1342393) (← links)
- Comparative statics and non-expected utility preferences (Q1825102) (← links)
- Flexibility, endogenous risk, and the protection premium (Q1891663) (← links)
- Portfolio choice, attention allocation, and price comovement (Q1958956) (← links)
- Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (Q2140305) (← links)
- Conditional non-expected utility preferences induced by mixture of lotteries: a note on the normative invalidity of expected utility theory (Q2158629) (← links)
- Parameter-dependent stochastic optimal control in finite discrete time (Q2194133) (← links)
- An additive model of decision making under risk and ambiguity (Q2283136) (← links)
- Bayesian decision theory with action-dependent probabilities and risk attitudes (Q2376376) (← links)
