Differentiability, comparative statics, and non-expected utility preference

DOI10.1016/0022-0531(92)90084-UzbMath0773.90005MaRDI QIDQ1190245

Chew Soo Hong, Naoko Nishimura

Publication date: 27 September 1992

Published in: Journal of Economic Theory (Search for Journal in Brave)

zbMATH Keywords

Hadamard differentiabilityGâteaux differentiabilityFréchet smoothnessdifferentiability of non-expected utility functionals

Mathematics Subject Classification ID

Fréchet and Gateaux differentiability in optimization (49J50) Utility theory (91B16)

Related Items

First-order risk aversion and non-differentiability ⋮ The preservation of multivariate comparative statics in nonexpected utility theory ⋮ Two errors in the `Allais impossibility theorem' ⋮ A nonsmooth approach to nonexpected utility theory under risk ⋮ Comparative statics tests between decision models under risk ⋮ Weighted utility theory with incomplete preferences ⋮ Necessary conditions for comparative statics under uncertainty ⋮ Comparative statics derivatives with nonlinear preferences ⋮ Intrinsic preference for information

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