A Note on Risk Aversion in a Perfect Equilibrium Model of Bargaining

DOI10.2307/1911733zbMATH Open0587.90106OpenAlexW2039886490MaRDI QIDQ3714932FDOQ3714932

Authors: Alvin E. Roth 

Publication date: 1985

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911733

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zbMATH Keywords

effect of risk aversionnoncooperative model of multiperiod bargaining

Mathematics Subject Classification ID

Cooperative games (91A12) Multistage and repeated games (91A20) Economic growth models (91B62)

Cited In (19)

• Prudence in bargaining: The effect of uncertainty on bargaining outcomes
• A non-cooperative bargaining game with risk averse players and an uncertain finite horizon
• The role of risk preferences in bargaining when acceptance of a proposal requires less than unanimous approval
• Misrepresentation of utilities in bargaining: Pure exchange and public good economies
• On continuous-time Markov processes in bargaining
• Subgame perfect equilibrium in the Rubinstein bargaining game with loss aversion
• Divide the dollar and conquer more: sequential bargaining and risk aversion
• Robustness to strategic uncertainty in the Nash demand game
• Comparing uncertainty aversion towards different sources
• INEQUALITY AVERSION CAUSES EQUAL OR UNEQUAL DIVISION IN ALTERNATING‐OFFER BARGAINING
• Uniqueness of equilibrium payoffs in the stochastic model of bargaining
• Title not available (Why is that?)
• The advantageous nature of risk aversion in a three-player bargaining game where acceptance of a proposal requires a simple majority
• A Rubinstein bargaining experiment in continuous time
• Firm's protection against disasters: are investment and insurance substitutes or complements?
• Partnerships of bidders with constant relative risk aversions
• Alternating offers bargaining with loss aversion
• On risk aversion and bargaining outcomes.
• Nash bargaining and risk aversion

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