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Two-moments decision models and utility-representable preferences

  • Bar-Shira, Ziv
  • Finkelshtain, Israel

No abstract is available for this item.

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File URL: http://www.sciencedirect.com/science/article/B6V8F-3W4PP28-7/2/13a4ba3c4f134d07390334599de338ae
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Article provided by Elsevier in its journal Journal of Economic Behavior & Organization.

Volume (Year): 38 (1999)
Issue (Month): 2 (February)
Pages: 237-244

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Handle: RePEc:eee:jeborg:v:38:y:1999:i:2:p:237-244
Contact details of provider: Web page: http://www.elsevier.com/locate/jebo

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  1. Hadar, Josef & Russell, William R, 1969. "Rules for Ordering Uncertain Prospects," American Economic Review, American Economic Association, vol. 59(1), pages 25-34, March.
  2. Ormiston, Michael B & Quiggin, John, 1993. " Two-Parameter Decision Models and Rank-Dependent Expected Utility," Journal of Risk and Uncertainty, Springer, vol. 7(3), pages 273-82, December.
  3. Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January.
  4. Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September.
  5. Meyer, Jack, 1987. "Two-moment Decision Models and Expected Utility Maximization," American Economic Review, American Economic Association, vol. 77(3), pages 421-30, June.
  6. Sinn, Hans-Werner, 1989. "Two-Moment Decision Models and Expected Utility Maximization: Comment," American Economic Review, American Economic Association, vol. 79(3), pages 601-02, June.
  7. Yaari, Menahem E., 1969. "Some remarks on measures of risk aversion and on their uses," Journal of Economic Theory, Elsevier, vol. 1(3), pages 315-329, October.
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