L_ p-Fréchet differentiable preference and ``local utility analysis

DOI10.1006/JETH.1993.1062zbMATH Open0807.90015OpenAlexW2050837647MaRDI QIDQ688905FDOQ688905

Authors: Tan Wang 

Publication date: 1 November 1993

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jeth.1993.1062

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zbMATH Keywords

anticipated utilityabsolutely continuous local utility functionbetweennessfunctionalFréchet derivative

Mathematics Subject Classification ID

Utility theory (91B16)

Cited In (13)

• Comparative risk aversion for state-dependent preferences
• A nonsmooth approach to nonexpected utility theory under risk
• Comparative statics in an ordinal theory of choice under risk
• Differentiability properties of rank-linear utilities
• On the economic meaning of Machina's Fréchet differentiability assumption
• Core of convex distortions of a probability.
• Anchored preference relations
• Differentiability, comparative statics, and non-expected utility preference
• Comparative statics tests between decision models under risk
• The preservation of multivariate comparative statics in nonexpected utility theory
• Two errors in the `Allais impossibility theorem'
• Intrinsic preference for information
• Flexible moral hazard problems

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