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Two-moments decision models and utility-representable preferences

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  • Bar-Shira, Ziv
  • Finkelshtain, Israel

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  • Bar-Shira, Ziv & Finkelshtain, Israel, 1999. "Two-moments decision models and utility-representable preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 38(2), pages 237-244, February.
  • Handle: RePEc:eee:jeborg:v:38:y:1999:i:2:p:237-244
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    References listed on IDEAS

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    1. Sinn, Hans-Werner, 1989. "Two-Moment Decision Models and Expected Utility Maximization: Comment," American Economic Review, American Economic Association, vol. 79(3), pages 601-602, June.
    2. Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January.
    3. J. Tobin, 1958. "Liquidity Preference as Behavior Towards Risk," Review of Economic Studies, Oxford University Press, vol. 25(2), pages 65-86.
    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 421-430, June.
    6. 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 273-282, December.
    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.
    8. Hadar, Josef & Russell, William R, 1969. "Rules for Ordering Uncertain Prospects," American Economic Review, American Economic Association, vol. 59(1), pages 25-34, March.
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    Cited by:

    1. Håkan Eggert & Ragnar Tveteras, 2004. "Stochastic Production and Heterogeneous Risk Preferences: Commercial Fishers' Gear Choices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 86(1), pages 199-212.
    2. repec:ebl:ecbull:v:6:y:2004:i:5:p:1-7 is not listed on IDEAS
    3. Bar-Shira, Ziv & Finkelshtain, Israel, 2002. "Reply to Gelles and Mitchell," Journal of Economic Behavior & Organization, Elsevier, vol. 49(3), pages 429-431, November.
    4. Ohmura, Shota & Matsuo, Hirofumi, 2016. "The effect of risk aversion on distribution channel contracts: Implications for return policies," International Journal of Production Economics, Elsevier, vol. 176(C), pages 29-40.
    5. Broll, Udo & Wong, Wing-Keung & Wu, Mojia, 2013. "Banking Firm and Two-Moment Decision Making," MPRA Paper 51687, University Library of Munich, Germany.
    6. Udo Broll & Jack E. Wahl, 2004. "Optimal hedge ratio and elasticity of risk aversion," Economics Bulletin, AccessEcon, vol. 6(5), pages 1-7.
    7. Eichner, Thomas, 2004. "A further remark on two-moment decision models and utility-representable preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 55(3), pages 435-436, November.
    8. Xavier Brusset, 2005. "The impact of coordination and information on transport procurement," Microeconomics 0504007, EconWPA.
    9. Gelles, Gregory M. & Mitchell, Douglas W., 2002. "Two-moment decision models and utility-representable preferences: a comment on Bar-Shira and Finkelshtain," Journal of Economic Behavior & Organization, Elsevier, vol. 49(3), pages 423-427, November.
    10. Seifert, Ralf W. & Thonemann, Ulrich W. & Hausman, Warren H., 2004. "Optimal procurement strategies for online spot markets," European Journal of Operational Research, Elsevier, vol. 152(3), pages 781-799, February.
    11. repec:eee:apmaco:v:250:y:2015:i:c:p:593-604 is not listed on IDEAS
    12. Wagener, Andreas, 2003. "Comparative statics under uncertainty: The case of mean-variance preferences," European Journal of Operational Research, Elsevier, vol. 151(1), pages 224-232, November.

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