Invariant risk attitudes
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Publication:1877159
DOI10.1016/j.jet.2003.09.006zbMath1086.91037OpenAlexW2090341709MaRDI QIDQ1877159
John Quiggin, Robert G. Chambers
Publication date: 16 August 2004
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2003.09.006
Related Items (10)
Supermodularity and the comparative statics of risk ⋮ Linear-risk-tolerant, invariant risk preferences ⋮ The epsilon-Gini-contamination multiple priors model admits a linear-mean-standard-deviation utility representation ⋮ Interval scalability of rank-dependent utility ⋮ A two-parameter model of dispersion aversion ⋮ Expected utility with uncertain probabilities theory ⋮ Decision making in phantom spaces ⋮ Economically relevant preferences for all observed epsilon ⋮ Asymmetric gain-loss reference dependence and attitudes toward uncertainty ⋮ REALISTIC UTILITY VERSUS GAME UTILITY: A PROPOSAL FOR DEALING WITH THE SPREAD OF UNCERTAIN PROSPECTS
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