Risk aversion for losses and the Nash bargaining solution

DOI10.1007/S11238-021-09837-WMaRDI QIDQ2125258zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 13 April 2022

Published in Theory and Decision (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11238-021-09837-w

zbMATH Keywords

risk aversionloss aversionNash bargainingrisk aversion for losses

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Utility theory (91B16)

Recommendations

• Loss aversion and bargaining
• Risk Aversion in the Nash Bargaining Problem with Risky Outcomes and Risky Disagreement Points
• Risk aversion in \(n\)-person bargaining
• The Kalai-Smorodinsky bargaining solution with loss aversion
• Risk sensitivity in bargaining with more than two participants

Cites work

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• The Nash bargaining solution is optimal
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• What is loss aversion?

Cited in

(12)

• Loss aversion and bargaining
• On the axiomatic theory of bargaining: a survey of recent results
• The Kalai-Smorodinsky bargaining solution with loss aversion
• Risk aversion and the Nash solution in stochastic bargaining experiments
• Embedded Nash bargaining: risk aversion and impatience
• Loss aversion equilibrium
• On loss aversion, level-1 reasoning, and betting
• When q theory meets large losses risks and agency conflicts
• Loss Aversion and Inefficient Renegotiation
• Risk aversion in \(n\)-person bargaining
• The willingness-to-accept/willingness-to-pay disparity in repeated markets: loss aversion or ``bad-deal aversion?
• On risk aversion and bargaining outcomes.

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