Preference for safety under the Choquet model: in search of a characterization
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DOI: 10.1007/s00199-013-0762-2
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Other versions of this item:
- Michèle Cohen & Isaac Meilijson, 2014. "Preference for safety under the Choquet model: in search of a characterization," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(3), pages 619-642, April.
- Michèle Cohen & Isaac Meilijson, 2014. "Preference for safety under the Choquet model: in search of a characterization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00840001, HAL.
- Michèle Cohen & Isaac Meilijson, 2014. "Preference for safety under the Choquet model: in search of a characterization," PSE-Ecole d'économie de Paris (Postprint) hal-00840001, HAL.
References listed on IDEAS
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- 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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Citations
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Cited by:
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- Dennis W. Jansen & Liqun Liu, 2022. "Portfolio choice in the model of expected utility with a safety-first component," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 187-207, June.
- de Castro, Luciano I. & Liu, Zhiwei & Yannelis, Nicholas C., 2017. "Implementation under ambiguity," Games and Economic Behavior, Elsevier, vol. 101(C), pages 20-33.
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More about this item
Keywords
Choquet utility; Casino; Greediness; Pessimism; Rank-dependent utility; Risk aversion; Uncertainty;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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