Characterizing optimism amd pessimism directly through comonotonicity
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Publication:2640420
DOI10.1016/0022-0531(90)90043-JzbMath0719.90010OpenAlexW2130010150MaRDI QIDQ2640420
Publication date: 1990
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(90)90043-j
Related Items (31)
About delay aversion ⋮ The impact of experience on decisions based on pre-choice samples and the face-or-cue hypothesis ⋮ Composition rules in original and cumulative prospect theory ⋮ A theory of expected utility with nonadditive probability ⋮ Modeling attitudes towards uncertainty and risk through the use of Choquet integral ⋮ Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion ⋮ Patience in some non-additive models ⋮ The comonotonic sure-thing principle ⋮ Do sunspots matter when agents are Choquet-expected-utility maximizers? ⋮ A powerful tool for analyzing concave/convex utility and weighting functions ⋮ Individual antecedents of real options appraisal: the role of national culture and ambiguity ⋮ Ultra-quantum coherent states in a single finite quantum system ⋮ Choquet expected discounted utility ⋮ Comonotonic book making and attitudes to uncertainty. ⋮ Ambiguity and the Bayesian Paradigm ⋮ The effect of environmental uncertainty on the tragedy of the commons ⋮ Unnamed Item ⋮ Decomposition-integral: unifying Choquet and the concave integrals ⋮ Ignorance and competence in choices under uncertainty ⋮ UNCERTAINTY AVERSION AND PORTFOLIO INERTIA ⋮ Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents ⋮ Diversification preferences in the theory of choice ⋮ The no-trade interval of Dow and Werlang: some clarifications ⋮ Games in context: equilibrium under ambiguity for belief functions ⋮ The behavioural components of risk aversion ⋮ Loss aversion in a multi-period model ⋮ Uncertainty aversion in nonprobabilistic decision models ⋮ Ambiguous games ⋮ CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS ⋮ Separating marginal utility and probabilistic risk aversion ⋮ Equivalence classes of coherent projectors in a Hilbert space with prime dimension: Q functions and their Gini index
Cites Work
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- Robust Statistics
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