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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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Entropy bounds on Bayesian learning
Gossner, Olivier; Tomala, Tristan - In: Journal of mathematical economics 44 (2008) 1, pp. 24-32
Persistent link: https://www.econbiz.de/10007894651
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Finitely repeated games with semi-standard monitoring
Contou-Carrère, Pauline; Tomala, Tristan - In: Journal of mathematical economics 47 (2011) 1, pp. 14-22
Persistent link: https://www.econbiz.de/10008889215
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Finitely repeated games with semi-standard monitoring
Contou-Carrère, Pauline-; Tomala, Tristan - In: Journal of mathematical economics 47 (2011) 1, pp. 14-21
Persistent link: https://www.econbiz.de/10009306509
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Entropy bounds on Bayesian learning
Gossner, Olivier; Tomala, Tristan - In: Journal of mathematical economics 44 (2008) 1, pp. 24-32
Persistent link: https://www.econbiz.de/10003622967
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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