More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
Year of publication: |
2005
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Authors: | Chateauneuf, Alain ; Cohen, Michèle ; Meilijson, Isaac |
Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 25.2005, 3, p. 649-667
|
Subject: | Erwartungsnutzen | Expected utility | Theorie | Theory | Nutzenfunktion | Utility function | Risikoaversion | Risk aversion | Risiko | Risk |
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