In this paper, it is shown that, for a wide range of risk-averse generalized expected utility preferences, independent risks are com-plementary, contrary to the results for expected utility preferences satisfying conditions such as proper and standard risk aversion
Abstract: When uncertainty is associated with some intrinsically relevant states of nature, there is...
Within the expected-utility framework, the only explanation for risk aversion is that the utility fu...
Defense date: 15/01/2010Examining Board: Professor Pascal Courty, University of Victoria, Canada, Su...
In this paper, it is shown that for a wide range of risk-averse generalized expected utility prefere...
In this paper, it is shown that, for a wide range of risk-averse generalized expected utility prefer...
In this paper, concepts of comparative risk aversion are developed for generalized risk averse prefe...
This paper extends M. J. Machina's generalized expected utility analysis to preferences over multiva...
This paper explores biases in the elicitation of utilities under risk and the contribution that gene...
This article reviews two major approaches used in the past for risk analysis-the expected utility ap...
Within the expected-utility framework, the only explanation for risk aversion is that the utility f...
There is a sizable literature reporting the conclusion that expected utility theory cannot provide a...
textabstractThis paper is motivated by the search for one cardinal utility for decisions under risk,...
This dissertation consists of two essays on asset pricing with generalized preferences. The first ch...
Readers may make verbatim copies of this document for non-commercial purposes by any means, provided...
This article reviews two major approached used in the past for risk analysis - the expected utility ...
Abstract: When uncertainty is associated with some intrinsically relevant states of nature, there is...
Within the expected-utility framework, the only explanation for risk aversion is that the utility fu...
Defense date: 15/01/2010Examining Board: Professor Pascal Courty, University of Victoria, Canada, Su...
In this paper, it is shown that for a wide range of risk-averse generalized expected utility prefere...
In this paper, it is shown that, for a wide range of risk-averse generalized expected utility prefer...
In this paper, concepts of comparative risk aversion are developed for generalized risk averse prefe...
This paper extends M. J. Machina's generalized expected utility analysis to preferences over multiva...
This paper explores biases in the elicitation of utilities under risk and the contribution that gene...
This article reviews two major approaches used in the past for risk analysis-the expected utility ap...
Within the expected-utility framework, the only explanation for risk aversion is that the utility f...
There is a sizable literature reporting the conclusion that expected utility theory cannot provide a...
textabstractThis paper is motivated by the search for one cardinal utility for decisions under risk,...
This dissertation consists of two essays on asset pricing with generalized preferences. The first ch...
Readers may make verbatim copies of this document for non-commercial purposes by any means, provided...
This article reviews two major approached used in the past for risk analysis - the expected utility ...
Abstract: When uncertainty is associated with some intrinsically relevant states of nature, there is...
Within the expected-utility framework, the only explanation for risk aversion is that the utility fu...
Defense date: 15/01/2010Examining Board: Professor Pascal Courty, University of Victoria, Canada, Su...
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