Decision under risk: The classical Expected Utility model
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- Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2009. "Decision under Risk: The Classical Expected Utility Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00671289, HAL.
- Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2008. "Decision under risk : The classical Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00348814, HAL.
- Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2009. "Decision under Risk: The Classical Expected Utility Model," Post-Print hal-00671289, HAL.
- Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2009. "Decision under Risk: The Classical Expected Utility Model," PSE-Ecole d'économie de Paris (Postprint) hal-00671289, HAL.
- Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2008. "Decision under risk : The classical Expected Utility model," Post-Print halshs-00348814, 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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- Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 1997. "New tools to better model behavior under risk and uncertainty: an overview [Nouveaux outils pour une meilleure modélisation des comportements dans le risque et dans l'incertain : une synthèse]," Post-Print halshs-04406025, HAL.
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More about this item
Keywords
Risk; risk aversion; expected utility; von Neumann et Morgenstern; Allais Paradox;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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