Risk Aversion in the Nash Bargaining Problem with Risky Outcomes and Risky Disagreement Points
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Publication:3976957
DOI10.2307/2938358zbMATH Open0747.90116OpenAlexW2086569762MaRDI QIDQ3976957FDOQ3976957
Authors: Zvi Safra, Lin Zhou, Itzhak Zilcha 
Publication date: 25 June 1992
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2938358
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Cited In (14)
- Prudence in bargaining: The effect of uncertainty on bargaining outcomes
- Risk sensitivity in bargaining with more than two participants
- The role of risk preferences in bargaining when acceptance of a proposal requires less than unanimous approval
- Embedded Nash bargaining: risk aversion and impatience
- Divide the dollar and conquer more: sequential bargaining and risk aversion
- Risk aversion and the Nash solution in stochastic bargaining experiments
- Different time preferences and non-stationary contracts in negotiations
- The advantageous nature of risk aversion in a three-player bargaining game where acceptance of a proposal requires a simple majority
- Feasible sets, comparative risk aversion, and comparative uncertainty aversion in bargaining
- Risk aversion in the Nash bargaining problem with uncertainty
- The effect of decision weights in bargaining problems.
- Risk aversion for losses and the Nash bargaining solution
- On risk aversion and bargaining outcomes.
- Nash bargaining and risk aversion
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