Invariant risk attitudes
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Cites work
- scientific article; zbMATH DE number 3823438 (Why is no real title available?)
- scientific article; zbMATH DE number 1351867 (Why is no real title available?)
- scientific article; zbMATH DE number 3365044 (Why is no real title available?)
- A Cardinal Characterization of the Rubinstein-Safra-Thomson Axiomatic Bargaining Theory
- A Price Characterization of Efficient Random Variables
- A generalization of Pratt-Arrow measure to nonexpected-utility preferences and inseparable probability and utility
- A single-parameter generalization of the Gini indices of inequality
- A theorem on portfolio separation with general preferences
- Constant risk aversion
- Determining merged relative scores
- Fundamentals of production theory
- Linear-risk-tolerant, invariant risk preferences
- On the Interpretation of the Nash Bargaining Solution and Its Extension to Non-Expected Utility Preferences
- Risk Aversion in the Small and in the Large
- Risk premiums and benefit measures for generalized-expected-utility theories
- The Dual Theory of Choice under Risk
- The Efficiency Analysis of Choices Involving Risk
- Translation homotheticity
Cited in
(23)- The epsilon-Gini-contamination multiple priors model admits a linear-mean-standard-deviation utility representation
- Realistic utility versus game utility: a proposal for dealing with the spread of uncertain prospects
- On the shape of risk aversion and asset allocation
- New aspects of risk aversion some applications in portfolio theory
- Linear-risk-tolerant, invariant risk preferences
- Decision making in phantom spaces
- Asymmetric gain-loss reference dependence and attitudes toward uncertainty
- Supermodularity and the comparative statics of risk
- Agricultural arbitrage and risk preferences
- Economically relevant preferences for all observed epsilon
- On some classes of normed and risk averse preferences
- The reflection effect for constant risk averse agents
- Jointly radial and translation homothetic preferences: Generalized constant risk aversion
- Induced global risk preference
- Interval scalability of rank-dependent utility
- Inner rate of risk aversion (IRRA) and its applications to investment selection
- Constant risk aversion
- Estimating Risk Aversion from Arrow-Debreu Portfolio Choice
- Short-term investments and indices of risk
- A two-parameter model of dispersion aversion
- On the magnitude of relative risk aversion
- Expected utility with uncertain probabilities theory
- Constant Exchange Risk Properties
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