First-Order Risk Aversion and Non-Differentiability
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Abstract
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Other versions of this item:
- Uzi Segal & Avia Spivak, 1996. "First-order risk aversion and non-differentiability (*)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(1), pages 179-183.
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Cited by:
- repec:kap:iaecre:v:17:y:2011:i:2:p:169-180 is not listed on IDEAS
- Safra, Zvi & Segal, Uzi, 2002.
"On the Economic Meaning of Machina's Frechet Differentiability Assumption,"
Journal of Economic Theory, Elsevier, vol. 104(2), pages 450-461, June.
- Zvi Safra & Uzi Segal, 2001. "On the Economic Meaning of Machina's Fréchet Differentiability Assumption," Boston College Working Papers in Economics 511, Boston College Department of Economics.
- Matthias Lang, 2017.
"First-Order and Second-Order Ambiguity Aversion,"
Management Science, INFORMS, vol. 63(4), pages 1254-1269, April.
- Matthias Lang, 2015. "First-Order and Second-Order Ambiguity Aversion," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2015_13, Max Planck Institute for Research on Collective Goods.
- Dionne, Georges & Li, Jingyuan, 2014.
"When can expected utility handle first-order risk aversion?,"
Journal of Economic Theory, Elsevier, vol. 154(C), pages 403-422.
- Dionne, Georges & Li, Jingyuan, 2014. "When can expected utility handle first-order risk aversion?," Working Papers 11-1, HEC Montreal, Canada Research Chair in Risk Management.
- Zvi Safra & Uzi Segal, 2008.
"Calibration Results for Non-Expected Utility Theories,"
Econometrica, Econometric Society, vol. 76(5), pages 1143-1166, September.
- Zvi Safra & Uzi Segal, 2006. "Calibration Results for Non-Expected Utility Theories," Boston College Working Papers in Economics 645, Boston College Department of Economics.
- Zvi Safra & Uzi Segal, 2008. "Calibration Results for Non-Expected Utility Theories," Boston College Working Papers in Economics 682, Boston College Department of Economics.
- Battauz, Anna & De Donno, Marzia & Ortu, Fulvio, 2011. "Intertemporal asset pricing and the marginal utility of wealth," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 227-244, March.
More about this item
Keywords
DECISION MAKING;JEL classification:
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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