Friedman-Savage Utility Functions Consistent with Risk Aversion
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Publication:5595991
DOI10.2307/1879430zbMath0197.46405OpenAlexW2084730216MaRDI QIDQ5595991
Publication date: 1970
Published in: The Quarterly Journal of Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1879430
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The utility of gambling ⋮ Lotteries, insurance, and star-shaped utility functions ⋮ Utility of wealth with many indivisibilities ⋮ Firm behavior under illiquidity risk ⋮ Fixed cost of work and the demand for lotteries ⋮ Allais’s Paradox ⋮ Firm behavioral response to multiple sources of risky cash flow ⋮ Testing for risk aversion: A stochastic dominance approach
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