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Risk aversion in the small and in the large: Calibration results for betweenness functionals Author info | Abstract | Publisher info | Download info | Related research | Statistics Zvi Safra ()
Uzi Segal ()
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Article provided by Springer in its journal Journal of Risk and Uncertainty .
Volume (Year): 38 (2009)
Issue (Month): 1 (February)
Pages: 27-37
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Handle: RePEc:kap:jrisku:v:38:y:2009:i:1:p:27-37Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=100299
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Risk aversion ; Calibration results ; Betweenness functionals ; 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.:
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Tversky, Amos & Kahneman, Daniel, 1992.
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Dean P. Foster & Sergiu Hart, 2007.
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Other versions: Dekel, Eddie, 1986.
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Quiggin, John, 1982.
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Journal of Economic Behavior & Organization ,
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Safra, Zvi & Segal, Uzi, 1998.
"Constant Risk Aversion ,"
Journal of Economic Theory ,
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Kahneman, Daniel & Tversky, Amos, 1979.
"Prospect Theory: An Analysis of Decision under Risk ,"
Econometrica ,
Econometric Society, vol. 47(2), pages 263-91, March.
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Zvi Safra & Uzi Segal, 2008.
"Calibration Results for Non-Expected Utility Theories ,"
Econometrica ,
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Other versions: Gul, Faruk, 1991.
"A Theory of Disappointment Aversion ,"
Econometrica ,
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Smorodinsky, Rann, 2000.
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Chew, Soo Hong, 1983.
"A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox ,"
Econometrica ,
Econometric Society, vol. 51(4), pages 1065-92, July.
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