A Note on Risk Aversion in a Perfect Equilibrium Model of Bargaining
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(20)- Nash bargaining and risk aversion
- 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
- The advantageous nature of risk aversion in a three-player bargaining game where acceptance of a proposal requires a simple majority
- scientific article; zbMATH DE number 3970421 (Why is no real title available?)
- A Rubinstein bargaining experiment in continuous time
- Alternating offers bargaining with loss aversion
- Firm's protection against disasters: are investment and insurance substitutes or complements?
- Partnerships of bidders with constant relative risk aversions
- Risk aversion and equilibrium selection in a vertical contracting setting: an experiment
- On risk aversion and bargaining outcomes.
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