# More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model

## Author

## Abstract

## Suggested Citation

**More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00211906, HAL.

*RePEc:hal:cesptp:halshs-00211906*

DOI: 10.1007/s00199-003-0451-7

Note: View the original document on HAL open archive server: https://halshs.archives-ouvertes.fr/halshs-00211906

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## Other versions of this item:

- Alain Chateauneuf & Michéle Cohen & Isaac Meilijson, 2005.
"
**More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(3), pages 649-667, April.

- Chateauneuf, A. & Cohen, M. & Meilijson, I., 1997.
"
**More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model**," Papiers d'Economie MathÃ©matique et Applications 97.53, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).

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**Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model**," Journal of Mathematical Economics, Elsevier, vol. 40(5), pages 547-571, August.- Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004.
"
**Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00212281, HAL.

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## More about this item

### Keywords

Risk aversion; pessimism; greediness; Rank-dependent Expected Utility;### JEL classification:

**D81**- Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty**C60**- Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General

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