Generalized Expected Utility Analysis of Risk Aversion with State-Dependent Preferences

DOI10.2307/2526869MaRDI QIDQ3802846zbMATH OpenOpenAlexFDO

Authors Edi Karni

Publication date 1987

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://ageconsearch.umn.edu/record/275383/files/TEL-AVIV-FSWP-063.pdf

zbMATH Keywords

generalized expected utilityrisk aversionstate-dependent preferences

Mathematics Subject Classification ID

Utility theory (91B16)

Recommendations

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Cited in

(12)

• Differentiability, comparative statics, and non-expected utility preference
• Risk and risk aversion for state-dependent utility
• Comparative statics and non-expected utility preferences
• Two errors in the `Allais impossibility theorem'
• An expected utility theory for state-dependent preferences
• The state-contingent approach to risk premiums and comparative statics in generalised expected utility theory
• State dependent expected utility for Savage's state space
• Generalized Expected Utility Analysis of Multivariate Risk Aversion
• Comparative risk aversion for state-dependent preferences
• Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
• Risk, ambiguity, and state-preference theory
• A note on risk aversion and multivariate, state-dependent preferences

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