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Economic Theory
Volumn 19, Issue 3, 2002, Pages 509-523
Diversification, convex preferences and non-empty core in the Choquet expected utility model
Author keywords

Capacity; Choquet expected utility; Convex preferences; Core; Diversification
Indexed keywords

EID: 0036003983     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001990000152     Document Type: Article
Times cited : (61)
References (14)
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  • 3
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    • (1991) Journal of Mathematical Economics , vol.20 , pp. 343-369
    • Chateauneuf, A.1
  • 4
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    • Debreu, G., Koopmans, T.: Additively decomposed quasi-convex functions. Mathematical Programming 24, 1-38 (1982)
    • (1982) Mathematical Programming , vol.24 , pp. 1-38
    • Debreu, G.1    Koopmans, T.2
  • 5
    • 0001063979 scopus 로고
    • Asset demands without the independence axiom
    • Dekel, E.: Asset demands without the independence axiom. Econometrica 57, 163-169 (1989)
    • (1989) Econometrica , vol.57 , pp. 163-169
    • Dekel, E.1
  • 6
    • 0001478807 scopus 로고    scopus 로고
    • A definition of uncertainty aversion
    • Epstein, L.: A definition of uncertainty aversion. Review of Economic Studies 66, 579-608 (1999)
    • (1999) Review of Economic Studies , vol.66 , pp. 579-608
    • Epstein, L.1
  • 7
    • 0007152146 scopus 로고    scopus 로고
    • Ambiguity aversion made precise: A comparative foundation and some implications
    • CalTech
    • Ghirardato, P., Marinacci, M.: Ambiguity aversion made precise: a comparative foundation and some implications. Social Science w.p. 1026, CalTech (1997)
    • (1997) Social Science W.P. , vol.1026
    • Ghirardato, P.1    Marinacci, M.2
  • 8
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    • (1972) Methods of Operations Research , vol.17 , pp. 287-307
    • Rosenmueller, J.1
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    • Subjective probability and expected utility without additivity
    • Schmeidler, D.. Subjective probability and expected utility without additivity. Econometrica 57(3), 571-587 (1989)
    • (1989) Econometrica , vol.57 , Issue.3 , pp. 571-587
    • Schmeidler, D.1
  • 14
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    • Characterizing optimism and pessimism directly through comonotonicity
    • Wakker, P.: Characterizing optimism and pessimism directly through comonotonicity. Journal of Economic Theory 52, 453-463 (1990)
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    • Wakker, P.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.