Pages that link to "Item:Q1411097"
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The following pages link to Background risk in generalized expected utility theory (Q1411097):
Displaying 16 items.
- Risk aversion with two risks: a theoretical extension (Q268631) (← links)
- Risk averse decision making under catastrophic risk (Q297090) (← links)
- Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization (Q506061) (← links)
- Higher-order risk vulnerability (Q513593) (← links)
- Consistent probability attitudes (Q612003) (← links)
- On cross-risk vulnerability (Q659125) (← links)
- A model of discrete choice based on reinforcement learning under short-term memory (Q826947) (← links)
- The newsvendor problem under multiplicative background risk (Q1044126) (← links)
- Complete monotonicity, background risk, and risk aversion (Q1277481) (← links)
- Statistical foundations for assessing the difference between the classical and weighted-Gini betas (Q1702429) (← links)
- Preserving preference rankings under background risk (Q1927355) (← links)
- Conditional non-expected utility preferences induced by mixture of lotteries: a note on the normative invalidity of expected utility theory (Q2158629) (← links)
- Risk taking with background risk under recursive rank-dependent utility (Q2406940) (← links)
- An axiomatic account of status quo-dependent non-expected utility: pragmatic constraints on rational choice under risk (Q2427205) (← links)
- Multiplicative Background Risk (Q3115960) (← links)
- Preserving preference rankings under non-financial background risk (Q4929856) (← links)
