On the economic meaning of Machina's Fréchet differentiability assumption

Journal of Economic Theory

Volumn 104, Issue 2, 2002, Pages 450-461

  Safra, Zvi ^a   Segal, Uzi ^b  

^a TEL AVIV UNIVERSITY   (Israel)

^b BOSTON COLLEGE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036289614     PISSN: 00220531     EISSN: None     Source Type: Journal    
DOI: 10.1006/jeth.2002.2926     Document Type: Article

References (13)

1. Risk aversion in the theory of expected utility with rank dependent probabilities
2. 'First-order' risk aversion and the equity premium puzzle
3. A theory of disappointment aversion
4. Non-expected utility and the robustness of the classical insurance paradigm: Discussion
5. Observing orders of risk aversion
6. 'Expected utility' analysis without the independence axiom
7. Increasing risk I: A definition
8. First-order versus second-order risk aversion
9. First-order risk aversion and non-differentiability
10. p-Fréchet differentiable preference and "local utility" analysis
11. The dual theory of choice under risk
12. "Nonlinear Functional Analysis and Its Applications,"