More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model

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Publication:2503429

DOI10.1007/s00199-003-0451-7zbMath1127.91329OpenAlexW2004226444MaRDI QIDQ2503429

Isaac Meilijson, Michèle Cohen, Alain Chateauneuf

Publication date: 21 September 2006

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

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00211906/file/moreet3final.pdf




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