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On the Economic Meaning of Machina's Frechet Differentiability Assumption

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Author Info
Safra, Zvi
Segal, Uzi

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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 104 (2002)
Issue (Month): 2 (June)
Pages: 450-461
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Handle: RePEc:eee:jetheo:v:104:y:2002:i:2:p:450-461

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Mark J. Machina, 2000. "Payoff Kinks in Preferences over Lotteries," University of California at San Diego, Economics Working Paper Series 2000-22, Department of Economics, UC San Diego. [Downloadable!]
  2. Machina, Mark J, 1982. ""Expected Utility" Analysis without the Independence Axiom," Econometrica, Econometric Society, vol. 50(2), pages 277-323, March. [Downloadable!] (restricted)
  3. Hong, Chew Soo & Karni, Edi & Safra, Zvi, 1987. "Risk aversion in the theory of expected utility with rank dependent probabilities," Journal of Economic Theory, Elsevier, vol. 42(2), pages 370-381, August. [Downloadable!] (restricted)
  4. Segal, U. & Spivak, A., 1995. "First-Order Risk Aversion and Non-Differentiability," UWO Department of Economics Working Papers 9519, University of Western Ontario, Department of Economics.
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  5. Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January. [Downloadable!] (restricted)
  6. Gul, Faruk, 1991. "A Theory of Disappointment Aversion," Econometrica, Econometric Society, vol. 59(3), pages 667-86, May. [Downloadable!] (restricted)
  7. Segal, Uzi & Spivak, Avia, 1990. "First order versus second order risk aversion," Journal of Economic Theory, Elsevier, vol. 51(1), pages 111-125, June. [Downloadable!] (restricted)
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  8. Machina, Mark J, 2001. " Payoff Kinks in Preferences over Lotteries," Journal of Risk and Uncertainty, Springer, vol. 23(3), pages 207-60, November. [Downloadable!] (restricted)
  9. Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September. [Downloadable!] (restricted)
  10. Epstein, Larry G. & Zin, Stanley E., 1990. "'First-order' risk aversion and the equity premium puzzle," Journal of Monetary Economics, Elsevier, vol. 26(3), pages 387-407, December. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Alon Harel & Zvi Safra & Uzi Segal, 2003. "Ex-Post Egalitarianism," Boston College Working Papers in Economics 563, Boston College Department of Economics. [Downloadable!]
  2. Mark J. Machina, 2000. "Payoff Kinks in Preferences over Lotteries," University of California at San Diego, Economics Working Paper Series 2000-22, Department of Economics, UC San Diego. [Downloadable!]
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