On the use of capacities in modeling uncertainty aversion and risk aversion.
Poukaz na to, že axiómu komonotónnosti v modeloch Schmeidlera a Yaariho možno významne oslabiť bez toho, aby stratila intuitívny význam. Úvahy prebiehajú v jednoduchšom, ale pravdepodobne intuitívnejšom rámci, než bol rámec, ktorý použili Schmeidler a Yaari.
Saved in:
| Main Author: | |
|---|---|
| Format: | Book Chapter |
| Language: | English |
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Similar Items: On the use of capacities in modeling uncertainty aversion and risk aversion.
- Excess Return, Excess Volatility, and Negative Autocorrelation Caused by Uncertainty Aversion and Risk Aversion
- Choice under uncertainty – determination of risk-averse behaviour
- <An> Endogenous attitude to firm's risk aversion: a model
- Développements limités sur les mesures de l'aversion au risque.
- Substitution, risk aversion, and the temporal behavior of consumption and asset returns: an empirical analysis.
- Household Size and Risk Aversion of Households in European Union