A Note on Risk Aversion in a Perfect Equilibrium Model of Bargaining
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Publication:3714932
DOI10.2307/1911733zbMath0587.90106OpenAlexW2039886490MaRDI QIDQ3714932
Publication date: 1985
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911733
Related Items (16)
Robustness to strategic uncertainty in the Nash demand game ⋮ On continuous-time Markov processes in bargaining ⋮ A Rubinstein bargaining experiment in continuous time ⋮ A non-cooperative bargaining game with risk averse players and an uncertain finite horizon ⋮ The advantageous nature of risk aversion in a three-player bargaining game where acceptance of a proposal requires a simple majority ⋮ Comparing uncertainty aversion towards different sources ⋮ The role of risk preferences in bargaining when acceptance of a proposal requires less than unanimous approval ⋮ INEQUALITY AVERSION CAUSES EQUAL OR UNEQUAL DIVISION IN ALTERNATING‐OFFER BARGAINING ⋮ Divide the dollar and conquer more: sequential bargaining and risk aversion ⋮ Prudence in bargaining: The effect of uncertainty on bargaining outcomes ⋮ Misrepresentation of utilities in bargaining: Pure exchange and public good economies ⋮ Alternating offers bargaining with loss aversion ⋮ Uniqueness of equilibrium payoffs in the stochastic model of bargaining ⋮ Firm's protection against disasters: are investment and insurance substitutes or complements? ⋮ Subgame perfect equilibrium in the Rubinstein bargaining game with loss aversion ⋮ On risk aversion and bargaining outcomes.
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