Pages that link to "Item:Q553517"
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The following pages link to Risk aversion for nonsmooth utility functions (Q553517):
Displaying 14 items.
- Comment on ``Modeling non-monotone risk aversion using SAHARA utility functions'' (Q406431) (← links)
- A nonsmooth approach to nonexpected utility theory under risk (Q418048) (← links)
- Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
- A method for determining risk aversion functions from uncertain market prices of risk (Q661212) (← links)
- Supermodularity and risk aversion (Q855751) (← links)
- Monotone risk aversion (Q1780166) (← links)
- Risk averse submodular utility maximization (Q1785423) (← links)
- A Schur concave characterization of risk aversion for non-expected utility preferences (Q1906696) (← links)
- Ex-ante estate division under strong Pareto efficiency (Q2243506) (← links)
- Expected utility operators and possibilistic risk aversion (Q2392557) (← links)
- Willingness to pay for risk reduction and risk aversion without the expected utility assumption (Q2502390) (← links)
- Local utility and multivariate risk aversion (Q2806814) (← links)
- LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS (Q4691245) (← links)
- Risk aversion in the small and Jensen inequalities (Q5285174) (← links)