Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model
Year of publication: |
2004
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Authors: | Chateauneuf, Alain ; Cohen, Michèle ; Meilijson, Isaac |
Institutions: | HAL |
Subject: | Location-independent risk | monotone increase in risk | rank-dependent expected utility |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00212281 Published, Journal of Mathematical Economics, 2004, 40, 547-571 |
Source: |
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