Comparative statics tests between decision models under risk
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Cites work
- "Expected Utility" Analysis without the Independence Axiom
- \(L_ p\)-Fréchet differentiable preference and ``local utility analysis
- A comparative statics theorem for choice under risk
- A correspondence theorem between expected utility and smooth utility
- A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
- A Revealed Preference Theory for Expected Utility
- A unifying approach to axiomatic non-expected utility theories
- An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
- Axiomatic utility theories with the betweenness property
- Comparative statics and non-expected utility preferences
- Comparative statics derivatives with nonlinear preferences
- Comparative statics for rank-dependent expected utility theory
- Comparative statics under uncertainty for a class of economic agents
- Demand for risky financial assets: A portfolio analysis
- Differentiability, comparative statics, and non-expected utility preference
- Dynamic Consistency, Revelations in Auctions and the Structure of Preferences
- scientific article; zbMATH DE number 50042 (Why is no real title available?)
- scientific article; zbMATH DE number 920136 (Why is no real title available?)
- Mean-preserving changes in risk with tail-dominance
- Mean-preserving Portfolio Dominance
- Multivariate Risk Aversion and Consumer Choice
- Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
- Revealed preference, stochastic dominance, and the expected utility hypothesis
- Risk Aversion in the Small and in the Large
- Risk aversion in the theory of expected utility with rank dependent probabilities
- The comparative statics of changes in risk revisited
- The Dual Theory of Choice under Risk
- The preservation of multivariate comparative statics in nonexpected utility theory
- Transitive measurable utility
Cited in
(8)- Comparative statics for rank-dependent expected utility theory
- Two-parameter decision models and rank-dependent expected utility
- Qualitative comparative statics and audits of model performance
- Comparison methods for stochastic models and risks
- Comparative statics effects independent of the utility function. When do we act the same way under risk?
- Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
- Nonparametric comparative revealed risk aversion
- Comparison of individual risk models
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