Supermodularity and risk aversion
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Publication:855751
DOI10.1016/j.mathsocsci.2006.05.002zbMath1141.91546OpenAlexW2166866933MaRDI QIDQ855751
Robert G. Chambers, John Quiggin
Publication date: 7 December 2006
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Full work available at URL: http://ageconsearch.umn.edu/record/151161
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Cites Work
- Temporal risk and the nature of induced preferences
- Determining merged relative scores
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Multivariate arrangement increasing functions with applications in probability and statistics
- Risk premiums and benefit measures for generalized-expected-utility theories
- A Schur concave characterization of risk aversion for non-expected utility preferences
- Monotone Comparative Statics under Uncertainty
- The Dual Theory of Choice under Risk
- Inequalities: theory of majorization and its applications
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