Risk aversion in the theory of expected utility with rank dependent probabilities

DOI10.1016/0022-0531(87)90093-7zbMath0632.90007WikidataQ57925854 ScholiaQ57925854MaRDI QIDQ1095773

Publication date: 1987

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(87)90093-7

zbMATH Keywords

expected utility; risk aversion; Gateaux differentiable; conditional asset demand; rank dependent probabilities

Mathematics Subject Classification ID

91B16: Utility theory

91B08: Individual preferences

60A05: Axioms; other general questions in probability

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