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The reflection effect for constant risk averse agents

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  • Smorodinsky, Rann

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  • Smorodinsky, Rann, 2000. "The reflection effect for constant risk averse agents," Mathematical Social Sciences, Elsevier, vol. 40(3), pages 265-276, November.
    • Handle: RePEc:eee:matsoc:v:40:y:2000:i:3:p:265-276
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    References listed on IDEAS

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    1. Kevin W. S. Roberts, 1980. "Interpersonal Comparability and Social Choice Theory," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(2), pages 421-439.
    2. Machina, Mark J, 1982. ""Expected Utility" Analysis without the Independence Axiom," Econometrica, Econometric Society, vol. 50(2), pages 277-323, March.
    3. Daniel Kahneman & Amos Tversky, 2013. "Prospect Theory: An Analysis of Decision Under Risk," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 6, pages 99-127, World Scientific Publishing Co. Pte. Ltd..
    4. Hong, Chew Soo & Karni, Edi & Safra, Zvi, 1987. "Risk aversion in the theory of expected utility with rank dependent probabilities," Journal of Economic Theory, Elsevier, vol. 42(2), pages 370-381, August.
    5. Nash, John, 1950. "The Bargaining Problem," Econometrica, Econometric Society, vol. 18(2), pages 155-162, April.
    6. Safra, Zvi & Segal, Uzi, 1998. "Constant Risk Aversion," Journal of Economic Theory, Elsevier, vol. 83(1), pages 19-42, November.
    7. Dekel, Eddie, 1986. "An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom," Journal of Economic Theory, Elsevier, vol. 40(2), pages 304-318, December.
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    Cited by:

    1. Zvi Safra & Uzi Segal, 2009. "Risk aversion in the small and in the large: Calibration results for betweenness functionals," Journal of Risk and Uncertainty, Springer, vol. 38(1), pages 27-37, February.
    2. Smorodinsky, Rann, 2005. "Nash's bargaining solution when the disagreement point is random," Mathematical Social Sciences, Elsevier, vol. 50(1), pages 3-11, July.

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