Feasible sets, comparative risk aversion, and comparative uncertainty aversion in bargaining
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- scientific article; zbMATH DE number 3970421 (Why is no real title available?)
- scientific article; zbMATH DE number 3756277 (Why is no real title available?)
- scientific article; zbMATH DE number 3195782 (Why is no real title available?)
- scientific article; zbMATH DE number 3079001 (Why is no real title available?)
- A Criterion for Comparing Strength of Preference with an Application to Bargaining
- Ambiguity made precise: A comparative foundation
- Bargaining solutions without the expected utility hypothesis
- Concavifiability and constructions of concave utility functions
- Integral Representation Without Additivity
- On risk aversion and bargaining outcomes.
- On the Interpretation of the Nash Bargaining Solution and Its Extension to Non-Expected Utility Preferences
- Other Solutions to Nash's Bargaining Problem
- Proportional Solutions to Bargaining Situations: Interpersonal Utility Comparisons
- Risk Aversion and Nash's Solution for Bargaining Games with Risky Outcomes
- Risk Aversion in the Nash Bargaining Problem with Risky Outcomes and Risky Disagreement Points
- Risk, ambiguity and the Savage axioms
- Subjective Probability and Expected Utility without Additivity
- The Dual Theory of Choice under Risk
- The bargaining problem
- The effect of decision weights in bargaining problems.
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