On risk aversion and bargaining outcomes.
type: Item
instance of: scholarly article
title: On risk aversion and bargaining outcomes.
zbMATH Open document ID: 1046.91075
DOI: 10.1016/S0899-8256(02)00019-2
author: Oscar Volij
author: Eyal Winter
published in: Games and Economic Behavior
publication date: 2003-04-02T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91A12
Mathematics Subject Classification ID: 91A05
zbMATH DE Number: 1891091
zbMATH Keywords: bargaining
zbMATH Keywords: non-expected utility
zbMATH Keywords: risk aversion
zbMATH Keywords: choice under risk
MaRDI profile type: Publication
cites work: Concavifiability and constructions of concave utility functions
cites work: Q3939631
cites work: The Bargaining Problem
cites work: Q3576736
cites work: A Note on Risk Aversion in a Perfect Equilibrium Model of Bargaining
cites work: Risk Aversion and Nash's Solution for Bargaining Games with Risky Outcomes
cites work: Perfect Equilibrium in a Bargaining Model
cites work: On the Interpretation of the Nash Bargaining Solution and Its Extension to Non-Expected Utility Preferences
cites work: Risk Aversion in the Nash Bargaining Problem with Risky Outcomes and Risky Disagreement Points
cites work: Bargaining solutions without the expected utility hypothesis
cites work: Distortion of Utilities and the Bargaining Problem
cites work: The manipulability of the Shapley-value
cites work: Payoff equivalence in sealed bid auctions and the dual theory of choice under risk
cites work: On the Existence of an Optimal Plan in a Continuous-Time Allocation Process
cites work: The Dual Theory of Choice under Risk
full work available at URL: s0899-8256(02)00019-2
OpenAlex ID: W1965762963
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description: scientific article; zbMATH DE number 1891091