Constant risk aversion
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Cites work
- scientific article; zbMATH DE number 3933858 (Why is no real title available?)
- scientific article; zbMATH DE number 3225653 (Why is no real title available?)
- "Expected Utility" Analysis without the Independence Axiom
- A Cardinal Characterization of the Rubinstein-Safra-Thomson Axiomatic Bargaining Theory
- A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
- A Theory of Disappointment Aversion
- A note on deriving rank-dependent utility using additive joint receipts
- A single-parameter generalization of the Gini indices of inequality
- An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
- Asset Demand Without the Independence Axiom
- Axiomatic rank-dependent means
- Axiomatic utility theories with the betweenness property
- Generalized Gini inequality indices
- Interpersonal Comparability and Social Choice Theory
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Local utility functions and local probability transformations
- Maxmin expected utility with non-unique prior
- Mixture Symmetry and Quadratic Utility
- Multiattribute Utility Theory Without Expected Utility Foundations
- On an Extension of the Gini Inequality Index
- On the Interpretation of the Nash Bargaining Solution and Its Extension to Non-Expected Utility Preferences
- Prospect Theory: An Analysis of Decision under Risk
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Separating marginal utility and probabilistic risk aversion
- The Dual Theory of Choice under Risk
- The axiomatic basis of anticipated utility: A clarification
- Two-Stage Lotteries without the Reduction Axiom
Cited in
(29)- Risk aversion in the small and in the large: Calibration results for betweenness functionals
- Transitive regret over statistically independent lotteries
- European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
- Existence and uniqueness of ordinal Nash outcomes
- A nonsmooth approach to nonexpected utility theory under risk
- Behavioral premium principles
- A simple model of cumulative prospect theory
- Linear-risk-tolerant, invariant risk preferences
- Invariant risk attitudes
- Time varying risk aversion and its connectedness: evidence from cryptocurrencies
- Expected utility, independence, and continuity
- Social welfare functions with a reference income
- On measuring welfare `behind a veil of ignorance'
- Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method
- Source and rank-dependent utility
- min, max, and sum
- Probability weighting and L-moments
- Parametric weighting functions
- Just who are you calling risk averse?
- The reflection effect for constant risk averse agents
- Mean-variance utility
- Calibration without reduction for non-expected utility
- The two faces of independence: betweenness and homotheticity
- Rank-dependent preferences without ranking axioms
- Mean-dispersion preferences and constant absolute uncertainty aversion
- On cross-risk vulnerability
- Learning to set the reserve price optimally in laboratory first price auctions
- Mixture independence foundations for expected utility
- Incomplete preferences, willingness to pay, and willingness to accept
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