On risk aversion and bargaining outcomes.
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Publication:1867027
DOI10.1016/S0899-8256(02)00019-2zbMath1046.91075OpenAlexW1965762963MaRDI QIDQ1867027
Publication date: 2 April 2003
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0899-8256(02)00019-2
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Related Items (7)
Feasible sets, comparative risk aversion, and comparative uncertainty aversion in bargaining ⋮ The effect of decision weights in bargaining problems. ⋮ Divide the dollar and conquer more: sequential bargaining and risk aversion ⋮ Insurance bargaining under ambiguity ⋮ Nash bargaining and risk aversion ⋮ On the ranking of bilateral bargaining opponents ⋮ A remark on bargaining and non-expected utility
Cites Work
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- Concavifiability and constructions of concave utility functions
- Payoff equivalence in sealed bid auctions and the dual theory of choice under risk
- Bargaining solutions without the expected utility hypothesis
- The Bargaining Problem
- A Note on Risk Aversion in a Perfect Equilibrium Model of Bargaining
- Distortion of Utilities and the Bargaining Problem
- Perfect Equilibrium in a Bargaining Model
- Risk Aversion and Nash's Solution for Bargaining Games with Risky Outcomes
- Risk Aversion in the Nash Bargaining Problem with Risky Outcomes and Risky Disagreement Points
- On the Interpretation of the Nash Bargaining Solution and Its Extension to Non-Expected Utility Preferences
- The Dual Theory of Choice under Risk
- On the Existence of an Optimal Plan in a Continuous-Time Allocation Process
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