A nonsmooth approach to nonexpected utility theory under risk
From MaRDI portal
Publication:418048
DOI10.1016/j.mathsocsci.2011.08.001zbMath1237.91095OpenAlexW2152162140MaRDI QIDQ418048
R. Vijay Krishna, Kalyan Chatterjee
Publication date: 14 May 2012
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2011.08.001
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (2)
On concave functions over lotteries ⋮ Generalized envelope theorems: applications to dynamic programming
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- \(L_ p\)-Fréchet differentiable preference and ``local utility analysis
- Temporal risk and the nature of induced preferences
- The unique minimal dual representation of a convex function
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Tangencially continuous directional derivatives in nonsmooth analysis
- Directional derivatives of quasiconvex functionals
- Differentiability, comparative statics, and non-expected utility preference
- Constant risk aversion
- Separating marginal utility and probabilistic risk aversion
- Risk seeking with diminishing marginal utility in a non-expected utility model
- Maxmin under risk
- A Unique Costly Contemplation Representation
- The Price Equilibrium Existence Problem in Topological Vector Lattices
- "Expected Utility" Analysis without the Independence Axiom
- A Theory of Disappointment Aversion
- The Recoverability of Consumers' Preferences from Market Demand Behavior
- The Dual Theory of Choice under Risk
- Envelope Theorems for Arbitrary Choice Sets
This page was built for publication: A nonsmooth approach to nonexpected utility theory under risk