Similar Search Results

Chambers, Christopher P.; Echenique, Federico - In: Journal of economic theory 144 (2009) 3, pp. 1004-1014

Persistent link: https://www.econbiz.de/10003856265

Portfolio optimization under nonlinear utility

Heyne, Gregor; Kupper, Michael; Tangpi, Ludovic - In: International journal of theoretical and applied finance 19 (2016) 5, pp. 1-37

Persistent link: https://www.econbiz.de/10011524910

Subjective independence and concave expected utility

Lehrer, Ehud; Teper, Roee - In: Journal of economic theory 158 (2015), pp. 33-53

Persistent link: https://www.econbiz.de/10011548598

Mean-variance utility

Nakamura, Yutaka - In: Journal of economic theory 160 (2015), pp. 536-556

Persistent link: https://www.econbiz.de/10011549547

Expected utility and catastrophic risk

Ikefuji, Masako; Laeven, Roger; Magnus, Jan R.; Muris, Chris - 2014

An expected utility based cost-benefit analysis is in general fragile to its distributional assumptions. We derive necessary and sufficient conditions on the utility function of the expected utility model to avoid this. The conditions ensure that expected (marginal) utility remains finite also...

Persistent link: https://www.econbiz.de/10010412466

Transitive regret over statistically independent lotteries

Bikhchandani, Sushil; Segal, Uzi - In: Journal of economic theory 152 (2014), pp. 237-248

Persistent link: https://www.econbiz.de/10010389423

Purely subjective maxmin expected utility

Alon, Shiri; Schmeidler, David - In: Journal of economic theory 152 (2014), pp. 382-412

Persistent link: https://www.econbiz.de/10010390302

Stochastic semi-orders

Horan, Sean - In: Journal of economic theory 192 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012805377

Mixture of consistent stochastic utilities, and a priori randomness

Mrad, Mohamed - In: International journal of theoretical and applied finance 24 (2021) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10012650235

Savage for dummies and experts

Abdellaoui, Mohammed; Wakker, Peter P. - In: Journal of economic theory 186 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012415914