Relative concave utility for risk and ambiguity
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Publication:423712
DOI10.1016/j.geb.2012.01.006zbMath1242.91064OpenAlexW1994649370WikidataQ58165874 ScholiaQ58165874MaRDI QIDQ423712
Peter P. Wakker, Aurélien Baillon, Bram Driesen
Publication date: 4 June 2012
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.geb.2012.01.006
Related Items
Introduction to the special issue in honor of Peter Wakker ⋮ A powerful tool for analyzing concave/convex utility and weighting functions ⋮ Source and rank-dependent utility ⋮ Comparing uncertainty aversion towards different sources ⋮ A belief-based definition of ambiguity aversion ⋮ Discrete Arrow-Pratt indexes for risk and uncertainty ⋮ A revealed reference point for prospect theory ⋮ An extension of quasi-hyperbolic discounting to continuous time
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