Relative concave utility for risk and ambiguity

Games and Economic Behavior

Volumn 75, Issue 2, 2012, Pages 481-489

  Baillon, Aurélien ^a   Driesen, Bram ^b   Wakker, Peter P ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b UNIVERSITY OF HEIDELBERG   (Germany)

Author keywords

Knightian uncertainty; More ambiguity averse; More risk averse; Nonexpected utility; Subjective probability

Indexed keywords

EID: 84860604155     PISSN: 08998256     EISSN: 10902473     Source Type: Journal    
DOI: 10.1016/j.geb.2012.01.006     Document Type: Article

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