메뉴 건너뛰기




Volumn 66, Issue 3, 1999, Pages 579-608

A definition of uncertainty aversion

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0001478807     PISSN: 00346527     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-937X.00099     Document Type: Article
Times cited : (344)

References (27)
  • 3
    • 17944366923 scopus 로고
    • Risk Aversion in the Theory of Expected Utility with Rank Dependent Probabilities
    • CHEW, S. H., KARNI, E. and SAFRA, Z. (1987), "Risk Aversion in the Theory of Expected Utility with Rank Dependent Probabilities", Journal of Economic Theory, 67, 402-435.
    • (1987) Journal of Economic Theory , vol.67 , pp. 402-435
    • Chew, S.H.1    Karni, E.2    Safra, Z.3
  • 4
    • 0030269003 scopus 로고    scopus 로고
    • Uncertainty Aversion and Preferences for Randomization
    • EICHBERGER, J. and KELSEY, D. (1996), "Uncertainty Aversion and Preferences for Randomization", Journal of Economic Theory, 71, 31-43.
    • (1996) Journal of Economic Theory , vol.71 , pp. 31-43
    • Eichberger, J.1    Kelsey, D.2
  • 5
    • 0001931927 scopus 로고
    • Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes
    • EPSTEIN, L. G. and WANG, T. (1995), "Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes", Journal of Economic Theory, 67, 40-82.
    • (1995) Journal of Economic Theory , vol.67 , pp. 40-82
    • Epstein, L.G.1    Wang, T.2
  • 6
    • 0002560703 scopus 로고
    • Expected Utility with Purely Subjective Non-Additive Probabilities
    • GILBOA, I. (1987), "Expected Utility with Purely Subjective Non-Additive Probabilities", Journal of Mathematical Economics, 16, 65-88.
    • (1987) Journal of Mathematical Economics , vol.16 , pp. 65-88
    • Gilboa, I.1
  • 9
    • 0010079253 scopus 로고
    • Risk Aversion for State-Dependent Utility Functions: Measurement and Applications
    • KARNI, E. (1983), "Risk Aversion for State-Dependent Utility Functions: Measurement and Applications", International Economic Review, 24, 637-647.
    • (1983) International Economic Review , vol.24 , pp. 637-647
    • Karni, E.1
  • 11
    • 0000245141 scopus 로고
    • Connectedness Properties of the Range of Vector and Semimeasures
    • LANDERS, D. (1973), "Connectedness Properties of the Range of Vector and Semimeasures", Manuscripta Mathematical, 9, 105-112.
    • (1973) Manuscripta Mathematical , vol.9 , pp. 105-112
    • Landers, D.1
  • 12
    • 0001451226 scopus 로고
    • Expected Utility Analysis without the Independence Axiom
    • MACHINA, M. (1982), "Expected Utility Analysis without the Independence Axiom", Econometrica, 50, 277-323.
    • (1982) Econometrica , vol.50 , pp. 277-323
    • Machina, M.1
  • 14
    • 0001268165 scopus 로고
    • A More Robust Definition of Subjective Probability
    • MACHINA, M. and SCHMEIDLER, D. (1992), "A More Robust Definition of Subjective Probability", Econometrica, 60, 745-780.
    • (1992) Econometrica , vol.60 , pp. 745-780
    • Machina, M.1    Schmeidler, D.2
  • 16
    • 0000835897 scopus 로고
    • Some Properties of Convex Set Functions, Part II
    • ROSENMULLER, J. (1972), "Some Properties of Convex Set Functions, Part II", Methods of Operations Research, 17, 277-307.
    • (1972) Methods of Operations Research , vol.17 , pp. 277-307
    • Rosenmuller, J.1
  • 17
    • 0001128392 scopus 로고
    • A Simple Axiomatization of Nonadditive Expected Utility
    • SARIN, R. and WAKKER, P. (1992), "A Simple Axiomatization of Nonadditive Expected Utility", Econometrica, 60, 1255-1272.
    • (1992) Econometrica , vol.60 , pp. 1255-1272
    • Sarin, R.1    Wakker, P.2
  • 21
    • 0001333688 scopus 로고
    • Subjective Probability and Expected Utility without Additivity
    • SCHMEIDLER, D. (1989), "Subjective Probability and Expected Utility without Additivity", Econometrica, 57, 571-587.
    • (1989) Econometrica , vol.57 , pp. 571-587
    • Schmeidler, D.1
  • 22
    • 0001380459 scopus 로고
    • Allocations of Probability
    • SHAFER, G. (1979), "Allocations of Probability", Annals of Probability, 7, 827-839.
    • (1979) Annals of Probability , vol.7 , pp. 827-839
    • Shafer, G.1
  • 23
    • 0009096779 scopus 로고
    • Der Wertebereich Atomloser Inhalte
    • VOLKMER, H. and WEBER, H. (1983), "Der Wertebereich Atomloser Inhalte", Archive der Mathematik, 40, 464-474.
    • (1983) Archive der Mathematik , vol.40 , pp. 464-474
    • Volkmer, H.1    Weber, H.2
  • 25
    • 0001225772 scopus 로고
    • Bayes' Theorem for Choquet Capacities
    • WASSERMAN, L. (1990), "Bayes' Theorem for Choquet Capacities", Annals of Statistics, 18, 1328-1339.
    • (1990) Annals of Statistics , vol.18 , pp. 1328-1339
    • Wasserman, L.1
  • 26
    • 0001221389 scopus 로고
    • Some Remarks on Measures of Risk Aversion and on Their Uses
    • YAARI, M. (1969), "Some Remarks on Measures of Risk Aversion and on Their Uses", Journal of Economic Theory, 1, 315-329.
    • (1969) Journal of Economic Theory , vol.1 , pp. 315-329
    • Yaari, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.