Pages that link to "Item:Q1906696"
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The following pages link to A Schur concave characterization of risk aversion for non-expected utility preferences (Q1906696):
Displaying 18 items.
- Risk aversion for variational and multiple-prior preferences (Q433158) (← links)
- An inequality measure for stochastic allocations (Q435915) (← links)
- Diversification preferences in the theory of choice (Q524890) (← links)
- Risk attitudes in axiomatic decision theory: a conceptual perspective (Q683522) (← links)
- Market behavior when preferences are generated by second-order stochastic dominance (Q707380) (← links)
- Risk and risk aversion when states of nature matter (Q836874) (← links)
- Risk aversion in RDEU (Q855365) (← links)
- Supermodularity and risk aversion (Q855751) (← links)
- Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences (Q1304441) (← links)
- Core of convex distortions of a probability. (Q1421884) (← links)
- Utilitarianism with and without expected utility (Q1985734) (← links)
- Concavity, stochastic utility, and risk aversion (Q2022764) (← links)
- A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness (Q2088607) (← links)
- Concave/convex weighting and utility functions for risk: a new light on classical theorems (Q2234776) (← links)
- Optimal risk sharing with background risk (Q2370496) (← links)
- Rearrangement inequalities in non-convex insurance models (Q2387404) (← links)
- Are generalized call-spreads efficient? (Q2457249) (← links)
- From sure to strong diversification (Q2642872) (← links)
