Risk aversion for nonsmooth utility functions
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References listed on IDEAS
- Lars Nielsen, 2005. "Monotone risk aversion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(1), pages 203-215, January.
- B. Bouchard & N. Touzi & A. Zeghal, 2004. "Dual formulation of the utility maximization problem: the case of nonsmooth utility," Papers math/0405290, arXiv.org.
- Machina, Mark J, 1982.
""Expected Utility" Analysis without the Independence Axiom,"
Econometric Society, vol. 50(2), pages 277-323, March.
- Mark J Machina, 1982. ""Expected Utility" Analysis without the Independence Axiom," Levine's Working Paper Archive 7650, David K. Levine.
- Ariel Rubinstein, 2006. "Lecture Notes in Microeconomic Theory," Online economics textbooks, SUNY-Oswego, Department of Economics, number gradmicro1.
- Mas-Colell, Andreu & Whinston, Michael D. & Green, Jerry R., 1995. "Microeconomic Theory," OUP Catalogue, Oxford University Press, number 9780195102680.
- repec:dau:papers:123456789/1531 is not listed on IDEAS
More about this item
KeywordsRisk aversion Nonsmooth utility;
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