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Risk aversion in the small and in the large : calibration results for betweenness functionals
Safra, Zvi; Segal, Uzi - In: Journal of risk and uncertainty : JRU 38 (2009) 1, pp. 27-37
Persistent link: https://www.econbiz.de/10003812910
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The Becker-DeGroot-Marschak mechanism and nonexpected utility : a testable approach
Safra, Zvi - In: Journal of risk and uncertainty : JRU 3 (1990) 2, pp. 177-190
Persistent link: https://www.econbiz.de/10001109248
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Risk aversion in the small and in the large: Calibration results for betweenness functionals
Safra, Zvi; Segal, Uzi - In: Journal of risk and uncertainty : JRU 38 (2009) 1, pp. 27-38
Persistent link: https://www.econbiz.de/10008165434
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The measure representation : a correction
Segal, Uzi - In: Journal of risk and uncertainty : JRU 6 (1993) 1, pp. 99-107
Persistent link: https://www.econbiz.de/10001136756
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Unbounded behaviorally consistent stopping rules
Karni, Edi - In: Journal of risk and uncertainty : JRU 9 (1994) 3, pp. 231-238
Persistent link: https://www.econbiz.de/10001173458
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On the nonexistence of Blackwell's theorem-type results with general preference relations
Safra, Zvi - In: Journal of risk and uncertainty : JRU 10 (1995) 3, pp. 187-201
Persistent link: https://www.econbiz.de/10001183720
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On the Nonexistence of Blackwell's Theorem-Type Results with General Preference Relations
Safra, Zvi; Sulganik, Eyal - In: Journal of risk and uncertainty : JRU 10 (1995) 3, pp. 187-202
Persistent link: https://www.econbiz.de/10007080857
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Unbounded Behaviorally Consistent Stopping Rules
Karni, Edi; Safra, Zvi - In: Journal of risk and uncertainty : JRU 9 (1994) 3, pp. 231-238
Persistent link: https://www.econbiz.de/10007086176
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Observing different orders of risk aversion
Loomes, Graham - In: Journal of risk and uncertainty : JRU 9 (1994) 3, pp. 239-256
Persistent link: https://www.econbiz.de/10001173459
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Non-expected utility risk premiums : the cases of probability ambiguity and outcome uncertainty
Segal, Uzi - In: Journal of risk and uncertainty : JRU 1 (1988) 3, pp. 333-347
Persistent link: https://www.econbiz.de/10001091586