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  • Search: subject:"Rank-Dependent Expected Utility Model"
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Year of publication
Subject
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Allais paradox 2 Background risk 2 Consumption risk in business cycles 2 Decision under risk 2 Equity premium puzzle 2 Expected utility theory 2 First-order conditional dependent risk aversion 2 Rank-dependent expected utility model 2 risk aversion 2 risk perception 2 Business cycle 1 CAPM 1 Equity-Premium-Puzzle 1 Erwartungsbildung 1 Erwartungsnutzen 1 Expectation formation 1 Expected utility 1 Konjunktur 1 Rank-Dependent Expected Utility Model 1 Rank-Dependent Expected Utility model 1 Risiko 1 Risikoaversion 1 Risikoprämie 1 Risk 1 Risk aversion 1 Risk premium 1 Theorie 1 Theory 1 attitude towards inegalities 1 inequality measurement 1 rank-dependent expected utility model 1
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Online availability
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Free 3 Undetermined 1
Type of publication
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Article 3 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 4 English 1
Author
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Cohen, Michèle 2 Dionne, Georges 2 Li, Jingyuan 2 Gajdos, Thibault 1
Institution
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 HAL 1
Published in...
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Documents de travail du Centre d'Economie de la Sorbonne 1 Journal of Economic Theory 1 Journal of economic theory 1 Post-Print / HAL 1 Revue d'économie politique 1
Source
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RePEc 4 ECONIS (ZBW) 1
Showing 1 - 5 of 5
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Risk Perception, Risk Attitude and Decision : a Rank-Dependent Approach
Cohen, Michèle - HAL - 2008
experimental point of view (Allais' paradox) as well as for its restrictive lack of explanatory power. The Rank-Dependent Expected … Utility model (RDU) model (Quiggin, 1982) attempts to answer some of these criticisms. The decision maker is characterized by …
Persistent link: https://www.econbiz.de/10010738473
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Cover Image
Risk perception, risk attitude and decision : a Rank-Dependent approach.
Cohen, Michèle - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2008
experimental point of view (Allais' paradox) as well as for its restrictive lack of explanatory power. The Rank-Dependent Expected … Utility model (RDU) model (Quiggin, 1982) attempts to answer some of these criticisms. The decision maker is characterized by …
Persistent link: https://www.econbiz.de/10004988964
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Cover Image
When can expected utility handle first-order risk aversion?
Dionne, Georges; Li, Jingyuan - In: Journal of Economic Theory 154 (2014) C, pp. 403-422
participation. Our model is compared to the rank-dependent expected utility model. …
Persistent link: https://www.econbiz.de/10011076684
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Cover Image
When can expected utility handle first-order risk aversion?
Dionne, Georges; Li, Jingyuan - In: Journal of economic theory 154 (2014), pp. 403-422
Persistent link: https://www.econbiz.de/10010481337
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Cover Image
Les fondements axiomatiques de la mesure des inégalités
Gajdos, Thibault - In: Revue d'économie politique 111 (2001) 5, pp. 683-719
Ginis, which do not respect the independence axiom, and implicitely rely on the Rank-Dependent Expected Utility model. The …
Persistent link: https://www.econbiz.de/10011187225
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