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Risk aversion in the theory of expected utility with rank dependent probabilities

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Hong, Chew Soo
Karni, Edi
Safra, Zvi

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

Volume (Year): 42 (1987)
Issue (Month): 2 (August)
Pages: 370-381
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Handle: RePEc:eee:jetheo:v:42:y:1987:i:2:p:370-381

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Web page: http://www.elsevier.com/locate/inca/622869

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  1. Woodward, Richard T., 1998. "Should Agricultural And Resource Economists Care That The Subjective Expected Utility Hypothesis Is False?," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20941, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  2. Zvi Safra & Uzi Segal, 2001. "On the Economic Meaning of Machina's FrÚchet Differentiability Assumption," Boston College Working Papers in Economics 511, Boston College Department of Economics. [Downloadable!]
    Other versions:
  3. Olivier Armantier & Nicolas Treich, 2006. "Overbidding in Independant Private-Values Auctions and Misperception of Probabilities," CIRANO Working Papers 2006s-15, CIRANO. [Downloadable!]
  4. Mark J. Machina, 2001. "Almost-Objective Uncertainty," University of California at San Diego, Economics Working Paper Series 2001-12, Department of Economics, UC San Diego. [Downloadable!]
  5. Jean-Max Koskievic, 1999. "Négociations et espérance d'utilité dépendante du rang," Annales d'Economie et de Statistique, ADRES, issue 54, pages 10, Avril-Jui. [Downloadable!]
  6. Matthew Ryan & Rhema Vaithianathan, 2003. "Adverse Selection and Insurance Contracting: A Rank-Dependent Utility Analysis," Contributions to Theoretical Economics, Berkeley Electronic Press, vol. 3(1), pages 1074-1074. [Downloadable!] (restricted)
  7. Larry Epstein, 1997. "Uncertainty Aversion," Working Papers epstein-97-01, University of Toronto, Department of Economics. [Downloadable!]
  8. Ulrich Schmidt & Horst Zank, 2007. "Linear cumulative prospect theory with applications to portfolio selection and insurance demand," Decisions in Economics and Finance, Springer, vol. 30(1), pages 1-18, 05. [Downloadable!] (restricted)
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  9. BOSSERT, Walter & SLINKO, Arkadii, 2004. "Relative Uncertainty and Additively Representable Set Rankings," Cahiers de recherche 2004-13, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
  10. G. Carlier & R. Dana, 2008. "Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities," Economic Theory, Springer, vol. 36(2), pages 189-223, August. [Downloadable!] (restricted)
  11. Hengjie Ai, 2005. "Smooth nonexpected utility without state independence," Working Papers 637, Federal Reserve Bank of Minneapolis. [Downloadable!]
  12. Satya R. Chakravarty & Pietro Muliere, 2003. "Welfare indicators: A review and new perspectives. 1. Measurement of inequality," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 457-497. [Downloadable!]
  13. Uzi Segal & Avia Spivak, 1988. "First Order Versus Second Order Risk Aversion," UCLA Economics Working Papers 540, UCLA Department of Economics. [Downloadable!]
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  14. Kai Konrad, 1993. "Two-moment decision models and rank-dependent utility," Journal of Economics, Springer, vol. 57(1), pages 95-101, February. [Downloadable!] (restricted)
  15. Enrico Diecidue & Ulrich Schmidt & Horst Zank, 2006. "Parametric Weighting Functions," The School of Economics Discussion Paper Series 0622, Economics, The University of Manchester. [Downloadable!]
    Other versions:
  16. 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!]
  17. Larry G. Epstein, 2007. "Living with risk," RCER Working Papers 534, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
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  18. Ulrich Schmidt & Horst Zank, 2005. "What is Loss Aversion?," Journal of Risk and Uncertainty, Springer, vol. 30(2), pages 157-167, January. [Downloadable!] (restricted)
    Other versions:
  19. Joshua Aizenman, 1997. "International Portfolio Diversification with Generalized Expected Utility Preferences," NBER Working Papers 5965, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  20. Zvi Safra & Uzi Segal, 2005. "Are Universal Preferences Possible? Calibration Results for Non-Expected Utility Theories," Boston College Working Papers in Economics 633, Boston College Department of Economics. [Downloadable!]
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