Background risk in generalized expected utility theory
From MaRDI portal
Publication:1411097
DOI10.1007/S00199-002-0311-XzbMath1044.91023OpenAlexW2076583777MaRDI QIDQ1411097
Publication date: 16 October 2003
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: http://digitalcollections.anu.edu.au/handle/1885/40522
Related Items (10)
A model of discrete choice based on reinforcement learning under short-term memory ⋮ Risk averse decision making under catastrophic risk ⋮ Conditional non-expected utility preferences induced by mixture of lotteries: a note on the normative invalidity of expected utility theory ⋮ Risk taking with background risk under recursive rank-dependent utility ⋮ Consistent probability attitudes ⋮ An axiomatic account of status quo-dependent non-expected utility: pragmatic constraints on rational choice under risk ⋮ Statistical foundations for assessing the difference between the classical and weighted-Gini betas ⋮ On cross-risk vulnerability ⋮ Higher-order risk vulnerability ⋮ The newsvendor problem under multiplicative background risk
This page was built for publication: Background risk in generalized expected utility theory