Risk aversion for variational and multiple-prior preferences
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Publication:433158
DOI10.1016/J.JMATECO.2010.08.020zbMATH Open1242.91069OpenAlexW1975768577MaRDI QIDQ433158FDOQ433158
Publication date: 13 July 2012
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2010.08.020
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Cites Work
- The Dual Theory of Choice under Risk
- Maxmin expected utility with non-unique prior
- Subjective Probability and Expected Utility without Additivity
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Recursive multiple-priors.
- Axiomatic Foundations of Multiplier Preferences
- Title not available (Why is that?)
- Risk Aversion in the Small and in the Large
- Stochastic finance. An introduction in discrete time
- A More Robust Definition of Subjective Probability
- Probabilistic Sophistication and Multiple Priors
- Capacities and probabilistic beliefs: a precarious coexistence
- Uncertainty, risk-neutral measures and security price booms and crashes
- A Schur concave characterization of risk aversion for non-expected utility preferences
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Probabilistic sophistication and variational preferences
- Risk and risk aversion when states of nature matter
Cited In (6)
- Preference reversals and induced risk preferences: evidence for noisy maximization
- The use of Markov operators to constructing generalised probabilities
- Pure rank preferences and variation in risk-taking behavior
- Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom
- Local utility and multivariate risk aversion
- Preference under risk in the presence of indistinguishable probabilities
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