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Volumn 41, Issue 2, 1996, Pages 133-148

Uncertainty aversion and aversion to increasing uncertainty

Author keywords

Aversion to increasing uncertainty; Risk; Risk aversion of the first order; Risk aversion of the second order; Uncertainty; Uncertainty aversion

Indexed keywords

INCREASE; RISK AVERSION; UNCERTAINTY;

EID: 0030364121     PISSN: 00405833     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00134639     Document Type: Article
Times cited : (13)

References (14)
  • 1
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    • Ellsberg, D.1
  • 2
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    • Risk attitude under two alternative theories of choice under risk
    • Hilton, R.W.: 1988, 'Risk attitude under two alternative theories of choice under risk', Journal of Economic Behaviour and Organization 9, 119-136.
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    • Hilton, R.W.1
  • 4
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    • The risk aversion measure without the independence axiom
    • Montesano, A.: 1988, 'The risk aversion measure without the independence axiom', Theory and Decision 24, 269-288.
    • (1988) Theory and Decision , vol.24 , pp. 269-288
    • Montesano, A.1
  • 5
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    • Measures of risk aversion with expected and nonexpected utility
    • Montesano, A.: 1991, 'Measures of risk aversion with expected and nonexpected utility', Journal of Risk and Uncertainty 4, 271-283.
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    • Montesano, A.1
  • 6
    • 0042461099 scopus 로고
    • Non-additive probabilities and the measure of uncertainty and risk aversion: A proposal
    • Munier, B. and Machina, M.J. (Eds.): Kluwer, Dordrecht
    • Montesano, A.: 1994, 'Non-additive probabilities and the measure of uncertainty and risk aversion: A proposal'. In Munier, B. and Machina, M.J. (Eds.): 1994 Models and Experiments in Risk and Rationality, Kluwer, Dordrecht, pp. 59-74.
    • (1994) 1994 Models and Experiments in Risk and Rationality , pp. 59-74
    • Montesano, A.1
  • 7
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    • Risk aversion in the small and the large
    • Pratt, J.W.: 1964, 'Risk aversion in the small and the large', Econometrica 32, 122-136.
    • (1964) Econometrica , vol.32 , pp. 122-136
    • Pratt, J.W.1
  • 9
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    • The nucleolus of a characteristic function game
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  • 10
    • 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
  • 11
    • 0000092680 scopus 로고
    • First order versus second order risk aversion
    • Segal, U. and Spivak, A.: 1990, 'First order versus second order risk aversion', Journal of Economic Theory 51, 111-125.
    • (1990) Journal of Economic Theory , vol.51 , pp. 111-125
    • Segal, U.1    Spivak, A.2
  • 13
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    • Under stochastic dominance choquet-expected utility and anticipated utility are identical
    • Wakker, P.P.: 1990, 'Under stochastic dominance choquet-expected utility and anticipated utility are identical', Theory and Decision 29, 119-132.
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  • 14
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    • Separating marginal utility and probabilistic risk aversion
    • Wakker, P.P.: 1994, 'Separating marginal utility and probabilistic risk aversion', Theory and Decision 36, 1-44.
    • (1994) Theory and Decision , vol.36 , pp. 1-44
    • Wakker, P.P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.