A two-parameter model of dispersion aversion
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Publication:2439914
DOI10.1016/J.JET.2013.08.004zbMATH Open1295.91029OpenAlexW2056414492MaRDI QIDQ2439914FDOQ2439914
Authors: Robert G. Chambers, Simon Grant, Ben Polak, J. Quiggin 
Publication date: 26 March 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://ageconsearch.umn.edu/record/151196/files/RSMG%20Working%20Paper%20R11_2.pdf
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Cites Work
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- A theory of subjective compound lotteries
- Dynamic variational preferences
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- Mean-dispersion preferences and constant absolute uncertainty aversion
- Vector Expected Utility and Attitudes Toward Variation
- A More Robust Definition of Subjective Probability
- Ambiguity made precise: A comparative foundation
- Small worlds: Modeling attitudes toward sources of uncertainty
- Decreasing Risk Aversion and Mean-Variance Analysis
- Invariant risk attitudes
- A capital asset pricing model under stable Paretian distributions in a pure exchange economy
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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