Pages that link to "Item:Q2503429"

The following pages link to More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model (Q2503429):

Displaying 37 items.

• Evaluating intergenerational risks (Q306748) (← links)
• Is there a plausible theory for decision under risk? A dual calibration critique (Q382326) (← links)
• Characterization of left-monotone risk aversion in the RDEU model (Q414609) (← links)
• Justifying social discounting: the rank-discounted utilitarian approach (Q435917) (← links)
• Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order (Q474635) (← links)
• A belief-based definition of ambiguity aversion (Q497472) (← links)
• Increasing uncertainty: a definition (Q557952) (← links)
• Consistent probability attitudes (Q612003) (← links)
• Risk attitudes in axiomatic decision theory: a conceptual perspective (Q683522) (← links)
• What is loss aversion? (Q813047) (← links)
• Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure (Q829335) (← links)
• Risk aversion in RDEU (Q855365) (← links)
• Stochastic dominance and absolute risk aversion (Q866928) (← links)
• Supermodularity and the comparative statics of risk (Q883203) (← links)
• Characterizations of classes of risk measures by dispersive orders (Q931192) (← links)
• Single crossing Lorenz curves and inequality comparisons. (Q1420526) (← links)
• Preferences over all random variables: incompatibility of convexity and continuity (Q1745655) (← links)
• Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model (Q1764792) (← links)
• Decision-making with partial information (Q2067371) (← links)
• Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory (Q2101434) (← links)
• Portfolio choice in the model of expected utility with a safety-first component (Q2145696) (← links)
• Fraction-degree reference dependent stochastic dominance (Q2152263) (← links)
• Risk aversion over finite domains (Q2164970) (← links)
• Dual utilities on risk aggregation under dependence uncertainty (Q2274230) (← links)
• Characterizations of risk aversion in cumulative prospect theory (Q2422173) (← links)
• On Aumann and Serrano's economic index of risk (Q2447148) (← links)
• Preference for safety under the Choquet model: in search of a characterization (Q2447156) (← links)
• Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
• Risk Perception, Risk Attitude, and Decision: A Rank-Dependent Analysis (Q4628563) (← links)
• Technical Note—Ranking Distributions When Only Means and Variances Are Known (Q5058048) (← links)
• Further properties of fractional stochastic dominance (Q5067219) (← links)
• Dual Moments and Risk Attitudes (Q5095143) (← links)
• Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications (Q5139906) (← links)
• REALISTIC UTILITY VERSUS GAME UTILITY: A PROPOSAL FOR DEALING WITH THE SPREAD OF UNCERTAIN PROSPECTS (Q5148588) (← links)
• THE RE-OPENING OF DUBINS AND SAVAGE CASINO IN THE ERA OF DIVERSIFICATION (Q5413454) (← links)
• Guilt moderation (Q6063098) (← links)
• Fractional-degree expectation dependence (Q6113641) (← links)