Pages that link to "Item:Q3829309"
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The following pages link to Generalized Expected Utility Analysis of Multivariate Risk Aversion (Q3829309):
Displaying 21 items.
- Risk aversion for variational and multiple-prior preferences (Q433158) (← links)
- Correlated risks, bivariate utility and optimal choices (Q617346) (← links)
- Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
- Risk-aversely efficient random variables: Characterization and an application to growth under uncertainty (Q799464) (← links)
- A note on risk aversion and multivariate, state-dependent preferences (Q899973) (← links)
- Measures of risk aversion with expected and nonexpected utility (Q1180526) (← links)
- Differentiability, comparative statics, and non-expected utility preference (Q1190245) (← links)
- Many good choice axioms: When can many-good lotteries be treated as money lotteries? (Q1190246) (← links)
- Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom (Q1190247) (← links)
- The preservation of multivariate comparative statics in nonexpected utility theory (Q1341565) (← links)
- Background risk in generalized expected utility theory (Q1411097) (← links)
- Comparative statics and non-expected utility preferences (Q1825102) (← links)
- A strong (Ross) characterization of multivariate risk aversion (Q1891346) (← links)
- Two errors in the `Allais impossibility theorem' (Q1906050) (← links)
- The Becker-deGroot-Marschak mechanism is not necessarily incentive compatible, even for non-random goods (Q1929438) (← links)
- On some classes of normed and risk averse preferences (Q1934576) (← links)
- Concavity, stochastic utility, and risk aversion (Q2022764) (← links)
- Expected utility operators and possibilistic risk aversion (Q2392557) (← links)
- On multivariate prudence (Q2447067) (← links)
- Multidimensional risk aversion: the cardinal sin (Q2678585) (← links)
- Local utility and multivariate risk aversion (Q2806814) (← links)
