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On an asymptotic property of expected utility
Diamond, Harvey - In: Economics letters 47 (1995) 3, pp. 305-309
Persistent link: https://www.econbiz.de/10001178219
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Consistency of mean-variance analysis and expected utility analysis : a complete characterization
Bigelow, John Payne - In: Economics letters 43 (1993) 2, pp. 187-192
Persistent link: https://www.econbiz.de/10001153558
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Functional forms and multivariate risk independence
Horbulyk, Theodore M. - In: Economics letters 40 (1992) 1, pp. 67-70
Persistent link: https://www.econbiz.de/10001137545
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Weighted and quadratic models of choice under uncertainty
Lo, Kin-chung - In: Economics letters 50 (1996) 3, pp. 381-386
Persistent link: https://www.econbiz.de/10001197796
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The extraction of natural resources from two sites under uncertainty
Epstein, Gil S. - In: Economics letters 51 (1996) 3, pp. 309-313
Persistent link: https://www.econbiz.de/10001200988
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Do anchoring effects underlie event-splitting effects? : an experimental test
Humphrey, Steven J. - In: Economics letters 51 (1996) 3, pp. 303-308
Persistent link: https://www.econbiz.de/10001200989
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Relatively weak increases in risk and their comparative statics
Dionne, Georges - In: Economics letters 41 (1993) 3, pp. 269-272
Persistent link: https://www.econbiz.de/10001145331
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Dynamic consistency, consequentialism and reduction of compound lotteries
Volij, Oscar - In: Economics letters 46 (1994) 2, pp. 121-129
Persistent link: https://www.econbiz.de/10001168102
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Quantifying the Allais paradox : risk aversion and eccentricity in weighted linear utility
Hess, James D. - In: Economics letters 34 (1990) 1, pp. 21-25
Persistent link: https://www.econbiz.de/10001093255
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Is the Allais paradox robust to a seemingly trivial change of frame?
Carlin, Paul Stewart - In: Economics letters 34 (1990) 3, pp. 241-244
Persistent link: https://www.econbiz.de/10001096934