scientific article; zbMATH DE number 3342731

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Production decisions under joint price and production uncertainty
Would a risk-averse newsvendor order less at a higher selling price?
Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors
Optimization of risk bearing in a statistical model with reinsurance
Multivariate comonotonicity
Asset pricing with incomplete information and fat tails
Possibilistic risk aversion
The topology of fear
A note on the generalised measures of risk aversion
Decreasing absolute risk aversion and utility indices derived from cake- eating problems
Efficiency analysis of deductible insurance policies
The comparative statics of cumulative distribution function changes for the class of risk averse agents
Research in decision theory: A personal perspective
Risk aversion in n-person bargaining
Optimal insurance coverage in situations of pure and speculative risk and the risk-free asset
On the risk-aversion comparability of state-dependent utility functions
Bilateral monopoly with imperfect information
Multivariate risk premiums
Empirical Bayes stock market portfolios
Approximation aggregation under uncertainty
Expectation dependence of random variables, with an application in portfolio theory
Risk aversion in the theory of expected utility with rank dependent probabilities
Distributive justice in taxation
Premium rating under non-exponential utility
Symmetric QP and linear programming under primal-dual uncertainty
The Nash bargaining solution is optimal
Valuation equilibrium and Pareto optimum in non-convex economies
The algebraic versus the topological approach to additive representations
Instrument effects and stochastic dominance
On the derivation of reinsurance premiums
On the theory of risk aversion and the theory of risk
Spot trading, efficiency, and differential information
On optimal distribution of output from a jointly owned resource
Risk and the gain from information
A characterization of the distributions that imply mean-variance utility functions
Preservation of More risk averse under expectations
The impact of risk aversion on information transmission between firms
Asset trading mechanisms and expansionary policy
Conventions, social prejudices and discrimination: A festival game with merrymakers
Utility theory with probability-dependent outcome valuation
Portfolio selection by mutual insurance companies and optimal participating insurance policies
Decision policies minimizing risk in a multistage betting game
Further remarks on measures of risk aversion and their uses
Separation theorems and expected utilities
Risk aversion, impatience, and optimal timing decisions
Multivariate constant risk posture
Increasing risk
On the periodic coordination of linear stochastic systems
Team decision theory and integral equations
Job search in a dynamic economy
The precautionary demand for money: A utility maximization approach
Portfolio selection with transactions costs
Least concave utility functions
Choice among distributions
A model of economic growth with altruism between generations
Wealth and the value of generalized lotteries
Stochastic specification of production functions and economic implications
Mutual fund separation in financial theory - the separating distributions
On arbitration schemes for a wealth distribution problem
The impact of uncertainty in a class of objective functions
A simple general equilibrium model of production: Comparative statics with price uncertainty
Further results on the informational efficiency of competitive stock markets
The role of insurance and gambling in allocating risk over time
Time preferences, conditional risk preference, and two-period cardinal utility
Ordering risks: expected utility theory versus Yaari's dual theory of risk
Uncertainty aversion in nonprobabilistic decision models
Complete monotonicity, background risk, and risk aversion
Optimal hedging under output price uncertainty
Stopping rules for utility functions and the St. Petersburg gamble
Variance vs downside risk: Is there really that much difference?
On risk aversion with two risks
Incomplete markets, firms and the projection hypothesis
Two-parameter decision models and rank-dependent expected utility
Consistency of mean-variance analysis and expected utility analysis. A complete characterization
Strategic behavior and the persistence of discrimination in professional baseball
Portfolio characterization of risk aversion
Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
A challenge to the compound lottery axiom: A two-stage normative structure and comparison to other theories
Theory of dynamic portfolio for survival under uncertainty
Strategic asset allocation
A market structure for an environment with heterogeneous job-matches, indivisible labor and persistent unemployment
An MCDM analysis of agricultural risk aversion.
Mean--Gini analysis in R\&D portfolio selection.
IID: Independently and indistinguishably distributed.
The origins of quasi-concavity: a development between mathematics and economics.
Optimal insurance design with random initial wealth
Safety-first analysis and stable Paretian approach to portfolio choice theory
The St. Petersburg paradox: an experimental solution
The effect of prudence on the optimal allocation in possibilistic and mixed models
The probability premium: a graphical representation
Gender differentiation in risk-taking behavior: on the relative risk aversion of single men and single women
Informal insurance networks
Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity
Optimal expected utility risk measures
On risk aversion under fuzzy random data
Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method
Symmetry axioms and perceived ambiguity
Decomposing risk in an exploitation-exploration problem with endogenous termination time
Risk measures based on behavioural economics theory
Revenue-sharing clubs provide economic insurance and incentives for sustainability in common-pool resource systems

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