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Two-moment decision models and utility-representable preferences: a comment on Bar-Shira and Finkelshtain

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  • Gelles, Gregory M.
  • Mitchell, Douglas W.

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  • 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.
    • Handle: RePEc:eee:jeborg:v:49:y:2002:i:3:p:423-427
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    References listed on IDEAS

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    1. J. Tobin, 1958. "Liquidity Preference as Behavior Towards Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 25(2), pages 65-86.
    2. 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.
    3. Meyer, Jack, 1987. "Two-moment Decision Models and Expected Utility Maximization," American Economic Review, American Economic Association, vol. 77(3), pages 421-430, June.
    4. Amihud, Yakov, 1977. "A Note on Risk Aversion and Indifference Curves," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(3), pages 509-513, September.
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    Cited by:

    1. 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.

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