Measures of risk aversion with expected and nonexpected utility

DOI10.1007/BF00114157zbMath0735.90004OpenAlexW2015877203MaRDI QIDQ1180526

Aldo Montesano

Publication date: 27 June 1992

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00114157

zbMATH Keywords

nonexpected utilityArrow-Pratt indexrisk-aversion measure

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (2)

The price for information about probabilities and its relation with risk and ambiguity ⋮ Uncertainty aversion and aversion to increasing uncertainty

Cites Work

• On the definition of risk aversion
• A note on the generalised measures of risk aversion
• The ordinal utility under uncertainty and the measure of risk aversion in terms of preferences
• Risk aversion in the theory of expected utility with rank dependent probabilities
• The risk aversion measure without the independence axiom
• The Nonparametric Approach to Production Analysis
• The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
• Risk Aversion and Consumer Preferences
• The Dual Theory of Choice under Risk
• Risk Aversion in the Small and in the Large
• Behavior Towards Risk with Many Commodities
• Risk Aversion and Demand Functions

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