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Stochastic dominance with pair wise risk aversion
Scarsini, Marco - In: Journal of mathematical economics 14 (1985) 2, pp. 187-201
Persistent link: https://www.econbiz.de/10001010181
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Dominance conditions in non-additive expected utility theory
Scarsini, Marco - In: Journal of mathematical economics 21 (1992) 2, pp. 173-184
Persistent link: https://www.econbiz.de/10001122715
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Comparing risks with unbounded distributions
Müller, Alfred - In: Journal of mathematical economics 30 (1998) 2, pp. 229-239
Persistent link: https://www.econbiz.de/10001415826
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On risk aversion with two risks
Finkelshtain, Israel; Kella, Offer; Scarsini, Marco - In: Journal of mathematical economics 31 (1999) 2, pp. 239-250
Persistent link: https://www.econbiz.de/10006052955
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On the value of information in multi-agent decision theory
Bassan, Bruno - In: Journal of mathematical economics 24 (1995) 6, pp. 557-576
Persistent link: https://www.econbiz.de/10001189378
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On risk aversion with two risks
Finkelshtain, Israel; Kella, Offer; Scarsini, Marco - In: Journal of mathematical economics 31 (1999) 2, pp. 239-250
Persistent link: https://www.econbiz.de/10001415896
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Comparing risks with unbounded distributions
Müller, Alfred - In: Journal of mathematical economics 30 (1998) 2, pp. 229-240
Persistent link: https://www.econbiz.de/10006055077