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A simple axiomatization of risk-averse expected utility

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  • Werner, Jan

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  • Werner, Jan, 2005. "A simple axiomatization of risk-averse expected utility," Economics Letters, Elsevier, vol. 88(1), pages 73-77, July.
    • Handle: RePEc:eee:ecolet:v:88:y:2005:i:1:p:73-77
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    References listed on IDEAS

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    1. Gerard Debreu, 1959. "Topological Methods in Cardinal Utility Theory," Cowles Foundation Discussion Papers 76, Cowles Foundation for Research in Economics, Yale University.
    2. Stigum, Bernt P, 1972. "Finite State Space and Expected Utility Maximization," Econometrica, Econometric Society, vol. 40(2), pages 253-259, March.
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    Cited by:

    1. Fan Wang, 2022. "Rank-Dependent Utility Under Multiple Priors," Management Science, INFORMS, vol. 68(11), pages 8166-8183, November.
    2. Stanca, Lorenzo, 2021. "Smooth aggregation of Bayesian experts," Journal of Economic Theory, Elsevier, vol. 196(C).
    3. Jan Werner, 2009. "Risk and risk aversion when states of nature matter," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(2), pages 231-246, November.
    4. Mohammed Abdellaoui & Horst Zank, 2023. "Source and rank-dependent utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 949-981, May.
    5. ,, 2013. "Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion," Theoretical Economics, Econometric Society, vol. 8(1), January.
    6. William Neilson, 2010. "A simplified axiomatic approach to ambiguity aversion," Journal of Risk and Uncertainty, Springer, vol. 41(2), pages 113-124, October.

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