When can expected utility handle first-order risk aversion?
DOI10.1016/J.JET.2014.09.019zbMATH Open1309.91052DBLPjournals/jet/DionneL14OpenAlexW3125207636WikidataQ59356396 ScholiaQ59356396MaRDI QIDQ472207FDOQ472207
Authors: Georges Dionne, Jingyuan Li 
Publication date: 19 November 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://commons.ln.edu.hk/cgi/viewcontent.cgi?article=3445&context=sw_master
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Cited In (6)
- Risk aversion with two risks: a theoretical extension
- Preserving the Rothschild-Stiglitz type of increasing risk with background risk
- Confidence band for expectation dependence with applications
- Financial risk taking in the presence of correlated non-financial background risk
- The participation puzzle with reference-dependent expected utility preferences
- Diversification and risk attitudes toward two risks
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