Observing different orders of risk aversion

DOI10.1007/BF01064202zbMath0815.90002MaRDI QIDQ1341564

Uzi Segal, Graham Loomes

Publication date: 5 January 1995

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

zbMATH Keywords

risk attitudeexperimental economicsdecision makers' attitudes toward risk

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (5)

First-order risk aversion and non-differentiability ⋮ Confidence band for expectation dependence with applications ⋮ Rejecting small gambles under expected utility ⋮ When can expected utility handle first-order risk aversion? ⋮ On the economic meaning of Machina's Fréchet differentiability assumption

Cites Work

• First order versus second order risk aversion
• Evidence of a new violation of the independence axiom
• Anticipated utility: A measure representation approach
• Risk aversion in the theory of expected utility with rank dependent probabilities
• The risk aversion measure without the independence axiom
• Advances in prospect theory: cumulative representation of uncertainty
• Comparative statics and non-expected utility preferences
• First-order risk aversion and non-differentiability
• A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
• "Expected Utility" Analysis without the Independence Axiom
• A Theory of Disappointment Aversion
• The Dual Theory of Choice under Risk
• Risk Aversion in the Small and in the Large

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