A Schur concave characterization of risk aversion for non-expected utility preferences

DOI10.1006/jeth.1995.1079zbMath0844.90008OpenAlexW1989156103MaRDI QIDQ1906696

Mei Hui Mao, Soo Hong Chew

Publication date: 10 September 1996

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

Full work available at URL: https://semanticscholar.org/paper/8e758c4919eb6625b6cb47c49cd14e750b04dbf2

zbMATH Keywords

characterization of risk aversioncontinuous non-expected utility preferencesGâteaux differentiable preferences

Mathematics Subject Classification ID

Fréchet and Gateaux differentiability in optimization (49J50) Individual preferences (91B08)

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