More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
Alain Chateauneuf, Michèle Cohen and Isaac Meilijson
| 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
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| Subject: | Erwartungsnutzen | Expected utility | Theorie | Theory | Nutzenfunktion | Utility function | Risikoaversion | Risk aversion | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002703149