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~person:"Meilijson, Isaac"
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Meilijson, Isaac
Cohen, Michèle
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More pessimism than greediness: a characterization of monotone risk aversion in the
Rank-Dependent
Expected
Utility
model
Chateauneuf, Alain
;
Cohen, Michèle
;
Meilijson, Isaac
-
HAL
-
2005
the
Rank
Dependent
Expected
Utility
(RDEU) model. This model replaces expected utility by another functional …
Persistent link: https://www.econbiz.de/10010750827
Saved in:
2
Four notions of mean preserving increase in risk, risk attitudes and applications to the
Rank-Dependent
Expected
Utility
model
Chateauneuf, Alain
;
Cohen, Michèle
;
Meilijson, Isaac
-
HAL
-
2004
Quiggin-Yaari
Rank-dependent
Expected
Utility
(RDEU) model of choice among lotteries. Risk aversion is modeled in the vNM …
Persistent link: https://www.econbiz.de/10010750908
Saved in:
3
More pessimism than greediness: a characterization of monotone risk aversion in the
rank-dependent
expected
utility
model
Chateauneuf, Alain
;
Cohen, Michéle
;
Meilijson, Isaac
- In:
Economic Theory
25
(
2005
)
3
,
pp. 649-667
]), in the
Rank
Dependent
Expected
Utility
(RDEU) model. This model replaces expected utility by another functional …
Persistent link: https://www.econbiz.de/10005753225
Saved in:
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