Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model

Journal of Mathematical Economics

Volumn 40, Issue 5, 2004, Pages 547-571

  Chateauneuf, Alain ^a   Cohen, Michèle ^a   Meilijson, Isaac ^b  

^a UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

^b TEL AVIV UNIVERSITY   (Israel)

Author keywords

Location independent risk; Monotone increase in risk; Rank dependent expected utility

Indexed keywords

EID: 1842854560     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4068(03)00044-2     Document Type: Article

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