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Background risk in generalized expected utility theory

Quiggin, John C. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001631530

Background risk in generalized expected utility theory

Quiggin, John C. - In: Economic theory : official journal of the Society for … 22 (2003) 3, pp. 607-611

Persistent link: https://www.econbiz.de/10001787811

The value of information and the value of awareness

Quiggin, John C. - 2013

Persistent link: https://www.econbiz.de/10009740690

Non-expected utility models under objective uncertainty

Quiggin, John C. - 2014

Persistent link: https://www.econbiz.de/10010366824

The value of information and the value of awareness

Quiggin, John C. - In: Theory and decision : an international journal for … 80 (2016) 2, pp. 167-185

Persistent link: https://www.econbiz.de/10011593636

Production under uncertainty and choice under uncertainty in the emergence of generalized expected utility theory

Quiggin, John C. - In: Theory and decision : an international journal for … 92 (2022) 3/4, pp. 717-729

Persistent link: https://www.econbiz.de/10013192430

Diffidence theorem, state-dependent preferences, and DARA

Dionne, Georges; Ingabire, Marie-Gloriose - In: The Geneva papers on risk and insurance theory 26 (2001) 2, pp. 139-154

Persistent link: https://www.econbiz.de/10001661112

Optimal cognitive processes for lotteries

Alarie, Yves (contributor); Dionne, Georges (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001661233

Comparative mixed risk aversion : definition and application to self-protection and willingness to pay

Dachraoui, Kaïs; Dionne, Georges; Eeckhoudt, Louis; … - In: Journal of risk and uncertainty : JRU 29 (2004) 3, pp. 261-276

Persistent link: https://www.econbiz.de/10002475183

Coherent diversification measures in portfolio theory : an axiomatic foundation

Koumou, Gilles Boevi; Dionne, Georges - In: Risks : open access journal 10 (2022) 11, pp. 1-19

We provide an axiomatic foundation for the measurement of correlation diversification in a one-period portfolio model. We propose a set of eight desirable axioms for this class of diversification measures. We name the measures satisfying these axioms coherent correlation diversification...

Persistent link: https://www.econbiz.de/10014225949