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Expected utility inequalities: theory and applications

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  • Eduardo Zambrano

Abstract

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Suggested Citation

  • Eduardo Zambrano, 2008. "Expected utility inequalities: theory and applications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(1), pages 147-158, July.
    • Handle: RePEc:spr:joecth:v:36:y:2008:i:1:p:147-158
    DOI: 10.1007/s00199-007-0272-1
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    References listed on IDEAS

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    1. Marco LiCalzi, 2000. "Upper and lower bounds for expected utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 16(2), pages 489-502, September.
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    Cited by:

    1. James Cox & Vjollca Sadiraj & Bodo Vogt & Utteeyo Dasgupta, 2013. "Is there a plausible theory for decision under risk? A dual calibration critique," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 305-333, October.

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    More about this item

    Keywords

    Expected utility theory; Elicitation of subjective beliefs; Value at risk; Option pricing; Credit risk; C44; D81;
    All these keywords.

    JEL classification:

    • C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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