The preservation of multivariate comparative statics in nonexpected utility theory
From MaRDI portal
Publication:1341565
DOI10.1007/BF01064203zbMath0815.90042MaRDI QIDQ1341565
Publication date: 27 June 1995
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
expected utilityrisk aversionnonexpected utilitypreservation of multivariate expected utility comparative statics
Related Items (3)
Stochastic dominance representation of optimistic belief: theory and applications ⋮ Comparative statics tests between decision models under risk ⋮ On the statistical foundations of nonlinear utility theory: the case of status quo-dependent preferences.
Cites Work
- \(L_ p\)-Fréchet differentiable preference and ``local utility analysis
- A correspondence theorem between expected utility and smooth utility
- Comparative statics for rank-dependent expected utility theory
- Revealed preference, stochastic dominance, and the expected utility hypothesis
- Differentiability, comparative statics, and non-expected utility preference
- Many good choice axioms: When can many-good lotteries be treated as money lotteries?
- Two-parameter decision models and rank-dependent expected utility
- Comparative statics under uncertainty for a class of economic agents
- Comparative statics and non-expected utility preferences
- Utility theory with probability dependent outcome valuation: Extensions and applications
- Demand for risky financial assets: A portfolio analysis
- A Revealed Preference Theory for Expected Utility
- Multivariate Risk Aversion and Consumer Choice
- "Making Book Against Oneself," The Independence Axiom, and Nonlinear Utility Theory
- Dynamic Consistency, Revelations in Auctions and the Structure of Preferences
- Generalized Expected Utility Analysis of Multivariate Risk Aversion
- "Expected Utility" Analysis without the Independence Axiom
- Risk Aversion and Saving Behavior: Summary and Extension
- Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
- The Dual Theory of Choice under Risk
- Dominance Axioms and Multivariate Nonexpected Utility Preferences
- Risk Aversion in the Small and in the Large
This page was built for publication: The preservation of multivariate comparative statics in nonexpected utility theory