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The arbitrage pricing theorem with non expected utility preferences
Kelsey, David - 1990
Persistent link: https://www.econbiz.de/10000129172
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The arbitrage pricing theorem with non expected utility preferences
Kelsey, David; Milne, Frank - 1992
Persistent link: https://www.econbiz.de/10000135930
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The arbitrage pricing theorem with non-expected utility preferences
Kelsey, David - In: Journal of economic theory 65 (1995) 2, pp. 557-574
Persistent link: https://www.econbiz.de/10001179562
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Maxmin expected utility and weight of evidence
Kelsey, David - 1990
Persistent link: https://www.econbiz.de/10000129171
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[Rezension von: Quiggin, John, Generalized expected utility theory]
Kelsey, David - In: The economic journal : the journal of the Royal … 104 (1994) 427, pp. 1490-1491
Persistent link: https://www.econbiz.de/10001346695
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Risk and risk aversion for state-dependent utility
Kelsey, David - In: Theory and decision : an international journal for … 33 (1992) 1, pp. 71-82
Persistent link: https://www.econbiz.de/10001127394
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A simple analysis of mutually disadvantageous trading opportunities
Cornes, Richard - In: The economic studies quarterly : the journal of the … 40 (1989) 2, pp. 122-134
Persistent link: https://www.econbiz.de/10001069955
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A more general measure of risk aversion when utility is state-dependent
Kelsey, David - 1989
Persistent link: https://www.econbiz.de/10000020684
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Uncertainty aversion and preference for randomisation
Eichberger, Jürgen - In: Journal of economic theory 71 (1996) 1, pp. 31-43
Persistent link: https://www.econbiz.de/10001209442
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Uncertainty aversion and dynamic consistency
Eichberger, Jürgen - In: International economic review 37 (1996) 3, pp. 625-640
Persistent link: https://www.econbiz.de/10001204267