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More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model - MaRDI portal

More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model (Q2503429)

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More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
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    More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model (English)
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    21 September 2006
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    Risk aversion
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    pessimism
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    greediness
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    rank-dependent expected utility.
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