Risk aversion for losses and the Nash bargaining solution
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Publication:2125258
DOI10.1007/S11238-021-09837-WzbMATH Open1484.91190OpenAlexW3186901974MaRDI QIDQ2125258FDOQ2125258
Authors: Yanyan Li
Publication date: 13 April 2022
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-021-09837-w
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Cites Work
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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
- Embedded Nash bargaining: risk aversion and impatience
- Risk aversion and the Nash solution in stochastic bargaining experiments
- 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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