Nonparametric comparative revealed risk aversion
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Publication:406421
DOI10.1016/j.jet.2014.07.015zbMath1309.91042OpenAlexW1970139262MaRDI QIDQ406421
Publication date: 8 September 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2014.07.015
revealed preferenceexperimental economicsrisk preferencecomparative risk aversionnonparametric analysis
Decision theory (91B06) Statistical methods; economic indices and measures (91B82) Consumer behavior, demand theory (91B42)
Related Items (4)
Varieties of risk preference elicitation ⋮ A powerful tool for analyzing concave/convex utility and weighting functions ⋮ Comparing uncertainty aversion towards different sources ⋮ Consistent subsets: computationally feasible methods to compute the Houtman-Maks-index
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