The following pages link to J. Quiggin (Q203702):
Displaying 50 items.
- (Q308612) (redirect page) (← links)
- A theory of robust experiments for choice under uncertainty (Q308614) (← links)
- Increasing uncertainty: a definition (Q557952) (← links)
- Supermodularity and risk aversion (Q855751) (← links)
- Ambiguity and the value of information: An almost-objective events analysis (Q868624) (← links)
- Supermodularity and the comparative statics of risk (Q883203) (← links)
- A preference model for choice subject to surprise (Q892975) (← links)
- Sub-models for interactive unawareness (Q905086) (← links)
- Sure things - dominance and independence rules for choice under uncertainty (Q919953) (← links)
- Comparative statics for state-contingent technologies (Q927422) (← links)
- Cost minimization and the stochastic discount factor (Q993732) (← links)
- Separability of stochastic production decisions from producer risk preferences in the presence of financial markets (Q1045981) (← links)
- Comparative statics for rank-dependent expected utility theory (Q1180523) (← links)
- How to set catch quotas: A note on the superiority of constant effort rules (Q1192461) (← links)
- Efficient sets with and without the expected utility hypothesis. A generalization (Q1199745) (← links)
- Estimation using contingent valuation data from a ``dichotomous choice with follow-up'' questionnaire: Reply (Q1268506) (← links)
- Risk premiums and benefit measures for generalized-expected-utility theories (Q1288823) (← links)
- Two-parameter decision models and rank-dependent expected utility (Q1316415) (← links)
- Regret theory with general choice sets (Q1322511) (← links)
- Nash equilibrium with mark-up-pricing oligopolists (Q1331539) (← links)
- The axiomatic basis of anticipated utility: A clarification (Q1342415) (← links)
- The suboptimality of efficiency (Q1352192) (← links)
- Characterizing QALYs under a general rank dependent utility model (Q1372678) (← links)
- Background risk in generalized expected utility theory (Q1411097) (← links)
- Local utility functions and local probability transformations (Q1415486) (← links)
- The interaction between the equity premium and the risk-free rate (Q1583177) (← links)
- Dynamic awareness and zero probability beliefs (Q1698962) (← links)
- Contracting under uncertainty: a principal-agent model with ambiguity averse parties (Q1753314) (← links)
- Risk and self-protection: A state-contingent view (Q1866048) (← links)
- Invariant risk attitudes (Q1877159) (← links)
- Jointly radial and translation homothetic preferences: Generalized constant risk aversion (Q1880207) (← links)
- Economic choice in generalized expected utility theory (Q1891347) (← links)
- Time and risk (Q1893514) (← links)
- Linear-risk-tolerant, invariant risk preferences (Q1927751) (← links)
- Stochastic dominance representation of optimistic belief: theory and applications (Q1934943) (← links)
- Incomplete preferences, willingness to pay, and willingness to accept (Q2093038) (← links)
- Ambiguity and awareness: a coherent multiple priors model (Q2099080) (← links)
- Justification logic with confidence (Q2193973) (← links)
- Inductive reasoning about unawareness (Q2434977) (← links)
- A two-parameter model of dispersion aversion (Q2439914) (← links)
- More competitors or more competition? Market concentration and the intensity of competition (Q2440433) (← links)
- A matter of interpretation: ambiguous contracts and liquidated damages (Q2442849) (← links)
- Games without rules (Q2464656) (← links)
- Narrowing the no-arbitrage bounds (Q2468504) (← links)
- Capital market equilibrium with moral hazard and flexible technology (Q2493127) (← links)
- Market power amplifies the price effects of demand shocks (Q2681804) (← links)
- The state-contingent approach to risk premiums and comparative statics in generalised expected utility theory (Q2739360) (← links)
- (Q4026101) (← links)
- Strategic Trade Policy under Uncertainty: Sufficient Conditions for the Optimality of Ad Valorem, Specific and Quadratic Trade Taxes (Q4368653) (← links)
- (Q4541803) (← links)