Pages that link to "Item:Q1938972"
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The following pages link to Utility maximization, risk aversion, and stochastic dominance (Q1938972):
Displaying 12 items.
- Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences (Q417637) (← links)
- Payoff dominance and the Stackelberg heuristic (Q1367733) (← links)
- Risk averse submodular utility maximization (Q1785423) (← links)
- Expected utility operators and possibilistic risk aversion (Q2392557) (← links)
- Utility maximization under increasing risk aversion in one-period models (Q2488511) (← links)
- Local utility and multivariate risk aversion (Q2806814) (← links)
- Hedonic Utility, Loss Aversion and Moral Hazard (Q3069056) (← links)
- CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES (Q3393970) (← links)
- (Q3707721) (← links)
- (Q4710755) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- (Q5694259) (← links)