Pages that link to "Item:Q751958"

The following pages link to First order versus second order risk aversion (Q751958):

Displaying 49 items.

• Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
• Confidence band for expectation dependence with applications (Q320286) (← links)
• When can expected utility handle first-order risk aversion? (Q472207) (← links)
• Aggregation of preferences for skewed asset returns (Q472212) (← links)
• Risk attitudes in axiomatic decision theory: a conceptual perspective (Q683522) (← links)
• Quantal response equilibrium and overbidding in private-value auctions (Q697954) (← links)
• On the economic meaning of Machina's Fréchet differentiability assumption (Q697962) (← links)
• The participation puzzle with reference-dependent expected utility preferences (Q784446) (← links)
• Anchored preference relations (Q854945) (← links)
• Loss aversion, survival and asset prices (Q893424) (← links)
• Calibration without reduction for non-expected utility (Q896935) (← links)
• Hurwicz expected utility and subjective sources (Q900437) (← links)
• Comparative statics for state-contingent technologies (Q927422) (← links)
• On the utility premium of Friedman and Savage (Q1046247) (← links)
• Decomposing catastrophic risk (Q1293815) (← links)
• Observing different orders of risk aversion (Q1341564) (← links)
• Growth trends, cyclical fluctuations, and welfare with non-expected utility preferences (Q1351262) (← links)
• Preferences and metric structures of spaces of alternatives (Q1364445) (← links)
• Endogenous fixprices and sticky price adjustment of risk-averse firms (Q1378877) (← links)
• Ellsberg's two-color experiment, portfolio inertia and ambiguity. (Q1398442) (← links)
• An index of loss aversion (Q1779809) (← links)
• Coherent odds and subjective probability (Q1867353) (← links)
• Strategic complements, substitutes, and Ambiguity: the implications for public goods. (Q1867536) (← links)
• Economic choice in generalized expected utility theory (Q1891347) (← links)
• Rejecting small gambles under expected utility (Q1929100) (← links)
• Option price without expected utility (Q1934888) (← links)
• A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness (Q2088607) (← links)
• Portfolio choice in the model of expected utility with a safety-first component (Q2145696) (← links)
• Portfolio concentration, portfolio inertia, and ambiguous correlation (Q2155229) (← links)
• Financial risk taking in the presence of correlated non-financial background risk (Q2178597) (← links)
• Preferences with frames: A new utility specification that allows for the framing of risks (Q2270552) (← links)
• First-order risk aversion and non-differentiability (Q2365077) (← links)
• Optimal investment with deferred capital gains taxes (Q2379189) (← links)
• Local risk aversion in the rank dependent expected utility model: first order versus second order effects (Q2442569) (← links)
• Imperfect memory and choice under risk (Q2442847) (← links)
• Optimal portfolio with vector expected utility (Q2453828) (← links)
• Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813) (← links)
• Uncertainty aversion and aversion to increasing uncertainty (Q2564199) (← links)
• Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
• Dynamic Trading with Reference Point Adaptation and Loss Aversion (Q3465581) (← links)
• Decisions under risk and uncertainty: A survey of recent developments (Q4007116) (← links)
• OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY (Q4565071) (← links)
• Dual Moments and Risk Attitudes (Q5095143) (← links)
• Portfolio performance evaluation with loss aversion (Q5245027) (← links)
• Myopic loss aversion, reference point, and money illusion (Q5245910) (← links)
• A verification of the expected utility calibration theorem (Q5958528) (← links)
• Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
• Testing Hurwicz expected utility (Q6536578) (← links)
• Never stop or never start? Optimal stopping under a mixture of CPT and EUT preferences (Q6664587) (← links)