Maxmin under risk
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Publication:1597941
DOI10.1007/S001990100167zbMATH Open1005.91042OpenAlexW2072234367MaRDI QIDQ1597941FDOQ1597941
Authors: Fabio Maccheroni 
Publication date: 4 June 2002
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001990100167
Cited In (18)
- Zhou's aggregation theorems with multiple welfare weights
- Inter-temporal preference for flexibility and risky choice
- Scalarization methods and expected multi-utility representations
- Cautious stochastic choice, optimal stopping and deliberate randomization
- On concave functions over lotteries
- A nonsmooth approach to nonexpected utility theory under risk
- Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
- Second-order ambiguous beliefs
- Parametric multi-attribute utility functions for optimal profit under risk constraints
- Expected utility, independence, and continuity
- Expected utility theory without the completeness axiom.
- Preference Robust Modified Optimized Certainty Equivalent
- Robust return risk measures
- Adaptive risk assessments
- Preference robust distortion risk measure and its application
- Taking risk into account in electricity portfolio management
- Worst-case risk with unspecified risk preferences
- Mixed extensions of decision problems under uncertainty
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