The following pages link to (Q5618987):
Displaying 50 items.
- A minimal extension of Bayesian decision theory (Q266503) (← links)
- Risk aversion with two risks: a theoretical extension (Q268631) (← links)
- Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory (Q277177) (← links)
- Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
- Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
- Continuous quasi-hyperbolic discounting (Q298376) (← links)
- Comparative statics effects independent of the utility function. When do we act the same way under risk? (Q320041) (← links)
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- Risk shaping in production planning problem with pricing under random yield (Q323120) (← links)
- Pareto utility (Q365782) (← links)
- Measures of risk aversion with many commodities (Q374740) (← links)
- A comment on two concepts of risk premia and certainty equivalents (Q374944) (← links)
- Increasing risk and consumption-saving decisions. Some comparative statics results (Q374993) (← links)
- On the magnitude of relative risk aversion (Q375096) (← links)
- Pricing of non-redundant derivatives in a complete market (Q375374) (← links)
- An optimal insurance design problem under Knightian uncertainty (Q377795) (← links)
- Riskiness for sets of gambles (Q403706) (← links)
- Sustained positive consumption in a model of stochastic growth: the role of risk aversion (Q413517) (← links)
- Characterization of left-monotone risk aversion in the RDEU model (Q414609) (← links)
- Increases in risk aversion and the distribution of portfolio payoffs (Q417629) (← links)
- On the confidence preferences model (Q423148) (← links)
- Relative risk aversion and the transmission of financial crises (Q428019) (← links)
- A possibilistic approach to risk aversion (Q432187) (← links)
- Updating toward the signal (Q447541) (← links)
- When can expected utility handle first-order risk aversion? (Q472207) (← links)
- Optimal insurance design of ambiguous risks (Q476148) (← links)
- Decreasing ross risk aversion: higher-order generalizations and implications (Q478131) (← links)
- Consumer surplus analysis under uncertainty: a general equilibrium perspective (Q478134) (← links)
- General equilibrium, wariness and efficient bubbles (Q548230) (← links)
- Viable allocations of information in financial markets (Q579102) (← links)
- The aggregation of risk aversions (Q585059) (← links)
- Adaptive utility and trial aversion (Q607189) (← links)
- The foundations of probability with black swans (Q609724) (← links)
- Measuring how risk tradeoffs adjust with income (Q610717) (← links)
- Optimal insurance strategies in a risk process with restrictions on policyholder risks (Q612168) (← links)
- Prudence probability premium (Q613420) (← links)
- Simple axioms for countably additive subjective probability (Q617595) (← links)
- The demand for a risky asset in the presence of a background risk (Q629340) (← links)
- Behavioral assumptions for a class of utility theories: a program of experiments (Q629567) (← links)
- Separating curvature and elevation: a parametric probability weighting function (Q629569) (← links)
- Uncertainty averse preferences (Q634503) (← links)
- Risk-averse asymptotics for reservation prices (Q635966) (← links)
- Multidimensional possibilistic risk aversion (Q646133) (← links)
- Computing rank dependent utility in graphical models for sequential decision problems (Q646548) (← links)
- Behavioral optimal insurance (Q654822) (← links)
- Prospect and Markowitz stochastic dominance (Q665805) (← links)
- Approximating a cost-of-living index from demand functions (Q672563) (← links)
- Insurance and decision-taking (Q673565) (← links)
- Intensity of the sense of fairness: Measurement and behavioral characterization (Q697841) (← links)
- Optimal correction for guessing in multiple-choice tests (Q708639) (← links)