A two-parameter model of dispersion aversion
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Publication:2439914
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Cites work
- scientific article; zbMATH DE number 3339023 (Why is no real title available?)
- scientific article; zbMATH DE number 3195782 (Why is no real title available?)
- A Definition of Subjective Probability
- A More Robust Definition of Subjective Probability
- A capital asset pricing model under stable Paretian distributions in a pure exchange economy
- A theory of subjective compound lotteries
- Ambiguity made precise: A comparative foundation
- Decreasing Risk Aversion and Mean-Variance Analysis
- Dynamic variational preferences
- Generalized deviations in risk analysis
- Invariant risk attitudes
- Maxmin expected utility with non-unique prior
- Mean-dispersion preferences and constant absolute uncertainty aversion
- Risk, ambiguity and the Savage axioms
- Small worlds: Modeling attitudes toward sources of uncertainty
- Vector Expected Utility and Attitudes Toward Variation
Cited in
(7)- Testing constant absolute and relative ambiguity aversion
- Mean-dispersion preferences with a specific dispersion function
- A simple mean-dispersion model of ambiguity attitudes
- Mean-dispersion preferences and constant absolute uncertainty aversion
- Ambiguity aversion and wealth effects
- Preferences with changing ambiguity aversion
- Subjective mean-variance preferences without expected utility
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