Pages that link to "Item:Q4726013"
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The following pages link to The Dual Theory of Choice under Risk (Q4726013):
Displaying 50 items.
- Comparison of risks based on the expected proportional shortfall (Q153955) (← links)
- Risk preferences of Australian academics: where retirement funds are invested tells the story (Q266511) (← links)
- Expected utility theory and inner and outer measures of loss aversion (Q268600) (← links)
- The binomial Gini inequality indices and the binomial decomposition of welfare functions (Q279477) (← links)
- Inverse S-shaped probability weighting functions in first-price sealed-bid auctions (Q283185) (← links)
- A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005) (← links)
- Preservation of stochastic orders under the formation of generalized distorted distributions. Applications to coherent systems (Q292372) (← links)
- Risk averse decision making under catastrophic risk (Q297090) (← links)
- Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
- Benchmarking in two price financial markets (Q315468) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Uncertainty orders on the sublinear expectation space (Q317860) (← links)
- Stochastic linear programming games with concave preferences (Q319166) (← links)
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- Nash equilibria of over-the-counter bargaining for insurance risk redistributions: the role of a regulator (Q322594) (← links)
- Optimal asset allocation: risk and information uncertainty (Q322719) (← links)
- Probability weighting and L-moments (Q323492) (← links)
- Feasible sets, comparative risk aversion, and comparative uncertainty aversion in bargaining (Q343141) (← links)
- A monotone model of intertemporal choice (Q345199) (← links)
- Financial market equilibria with heterogeneous agents: CAPM and market segmentation (Q367369) (← links)
- Is there a plausible theory for decision under risk? A dual calibration critique (Q382326) (← links)
- The Gini coefficient: majority voting and social welfare (Q403732) (← links)
- Distorted Lorenz curves: models and comparisons (Q404738) (← links)
- Characterization of left-monotone risk aversion in the RDEU model (Q414609) (← links)
- A nonsmooth approach to nonexpected utility theory under risk (Q418048) (← links)
- Nest-monotonic two-stage acts and exponential probability capacities (Q420987) (← links)
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting (Q426662) (← links)
- Risk aversion for variational and multiple-prior preferences (Q433158) (← links)
- Asymptotically efficient estimation of the conditional expected shortfall (Q433233) (← links)
- Introduction to inequality and risk (Q435894) (← links)
- Stochastic dominance relations for integer variables (Q435897) (← links)
- Dual theory of choice with multivariate risks (Q435913) (← links)
- An inequality measure for stochastic allocations (Q435915) (← links)
- Justifying social discounting: the rank-discounted utilitarian approach (Q435917) (← links)
- Comparative risk aversion: a formal approach with applications to saving behavior (Q435921) (← links)
- Behavioral biases and the representative agent (Q453651) (← links)
- Probabilistic sophistication, second order stochastic dominance and uncertainty aversion (Q455916) (← links)
- Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182) (← links)
- When can expected utility handle first-order risk aversion? (Q472207) (← links)
- Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order (Q474635) (← links)
- A simple SSD-efficiency test (Q476280) (← links)
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (Q480938) (← links)
- Risk preferences on the space of quantile functions (Q484133) (← links)
- Reconsidering the common ratio effect: the roles of compound independence, reduction, and coalescing (Q490068) (← links)
- Probabilistic risk attitudes and local risk aversion: a paradox (Q490079) (← links)
- Rationalizing investors' choices (Q492872) (← links)
- Expected utility and catastrophic consumption risk (Q495495) (← links)
- Insurance valuation: a computable multi-period cost-of-capital approach (Q506100) (← links)
- Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents (Q514488) (← links)
