The following pages link to (Q5618987):
Displaying 50 items.
- The influence of probabilities on the response mode bias in utility elicitation (Q708806) (← links)
- Multimode utility theory (Q730151) (← links)
- Guest editorial. The economics and econometrics of risk: an introduction to the special issue (Q737863) (← links)
- Global identification of risk preferences with revealed preference data (Q737866) (← links)
- Semi-nonparametric test of second degree stochastic dominance with respect to a function (Q737880) (← links)
- Differentiability of von Neumann-Morgenstern utility functions (Q745007) (← links)
- Piecewise additivity for non-expected utility (Q747351) (← links)
- First order versus second order risk aversion (Q751958) (← links)
- A behavioral foundation for fuzzy measures (Q753646) (← links)
- Optimal incentive contracts with imperfect information (Q755409) (← links)
- SSB utility theory: An economic perspective (Q759613) (← links)
- Multivariate decision-making (Q787829) (← links)
- Temporal risk and the nature of induced preferences (Q792197) (← links)
- Stochastic dominance and parameter estimation: The case of symmetric stable distributions (Q796197) (← links)
- Property insurance, quality and reservation premium: a note (Q796238) (← links)
- The so-called expected utility theory is inadequate (Q799226) (← links)
- Risk taking by banks and capital accumulation: A portfolio approach (Q807329) (← links)
- An empirical investigation of the assumptions of risk-value models (Q813046) (← links)
- Robust optimization for performance tuning of modern database systems (Q817531) (← links)
- Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (Q829333) (← links)
- The influence of fear in decisions: experimental evidence (Q843713) (← links)
- Optimal insurance under costly falsification and costly, inexact verification (Q844672) (← links)
- Portfolio inertia under ambiguity (Q859589) (← links)
- Stochastic dominance and absolute risk aversion (Q866928) (← links)
- Moments of utility functions and their applications (Q869192) (← links)
- Foundations of Bayesian theory (Q869859) (← links)
- Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (Q877641) (← links)
- Risk aversion and optimal forest replanting: a stochastic efficiency study (Q877658) (← links)
- Selling to the ``newsvendor'' with a forecast update: analysis of a dual purchase contract (Q884041) (← links)
- Compromise programming: a utility-based linear-quadratic composite metric from the trade-off between achievement and balanced (non-corner) solutions (Q884060) (← links)
- Dynamic choice with constant source-dependent relative risk aversion (Q889253) (← links)
- Variational Bewley preferences (Q894048) (← links)
- Risk management under a prudential policy (Q894207) (← links)
- An experimental test for risk aversion (Q899786) (← links)
- Convex functions on non-convex domains (Q899885) (← links)
- The futures price of a commodity in fixed supply (Q899904) (← links)
- A characterization of economies with the non-substitution property (Q900074) (← links)
- Portfolio diversification and taxation (Q900077) (← links)
- A new parametric test for the structure of risk preferences (Q900127) (← links)
- Precautionary saving and risk aversion: an anticipated utility approach (Q900145) (← links)
- Comparative risk aversion (Q900161) (← links)
- Ioffe's normal cone and the foundations of welfare economics: an example (Q900171) (← links)
- Optimal insurance under the insurer's risk constraint (Q931186) (← links)
- An optimal insurance strategy for an individual under an intertemporal equilibrium (Q939360) (← links)
- Asset pricing and productivity growth: The role of consumption scenarios (Q943967) (← links)
- The foundations of statistics with black swans (Q964303) (← links)
- The Blackwell and Dubins theorem and Rényi's amount of information measure: Some applications (Q973779) (← links)
- Representing risk preferences in expected utility based decision models (Q993718) (← links)
- Convergence of utility indifference prices to the superreplication price: the whole real line case (Q996718) (← links)
- Production decisions under joint price and production uncertainty (Q1011266) (← links)
