We study uncertainty averse preferences, that is, complete and transitive preferences that are convex and monotone. We establish a representation result, which is at the same time general and rich in structure. Many objective functions commonly used in applications are special cases of this representation
International audienceIn this paper we study the model of decision under uncertainty consistent with...
International audienceIn this paper we study the model of decision under uncertainty consistent with...
International audienceIn this paper we study the model of decision under uncertainty consistent with...
We study uncertainty averse preferences, that is, complete and transitive preferences that are conve...
Uncertainty aversion is often modelled as (strict) quasi-concavity of preferences over uncertain act...
We show that range convexity of beliefs, a `technical' condition that appears naturally in axiomatiz...
We show that range convexity of beliefs, a `technical' condition that appears naturally in axiomatiz...
In this paper, the assumption of monotonicity of Anscombe and Aumann (1963) is replaced by a weaker ...
Acts are functions from state space › into bounded support (flnitely additive) probabilities over a ...
Debreu proposed the notion of `least concave utility' as a way to disentangle risk attitudes from th...
This paper proposes and characterises a model of uncertainty averse preferences that can simultaneou...
We axiomatize, in an Anscombe-Aumann framework, the class of preferences that admit a representation...
Dual approaches have proved their value in many areas of economic analysis. Until recently, however,...
This paper studies the implication of the Uncertainty Aversion Axiom of Schmeidler (1989) on the pro...
International audienceIn this paper we study the model of decision under uncertainty consistent with...
International audienceIn this paper we study the model of decision under uncertainty consistent with...
International audienceIn this paper we study the model of decision under uncertainty consistent with...
International audienceIn this paper we study the model of decision under uncertainty consistent with...
We study uncertainty averse preferences, that is, complete and transitive preferences that are conve...
Uncertainty aversion is often modelled as (strict) quasi-concavity of preferences over uncertain act...
We show that range convexity of beliefs, a `technical' condition that appears naturally in axiomatiz...
We show that range convexity of beliefs, a `technical' condition that appears naturally in axiomatiz...
In this paper, the assumption of monotonicity of Anscombe and Aumann (1963) is replaced by a weaker ...
Acts are functions from state space › into bounded support (flnitely additive) probabilities over a ...
Debreu proposed the notion of `least concave utility' as a way to disentangle risk attitudes from th...
This paper proposes and characterises a model of uncertainty averse preferences that can simultaneou...
We axiomatize, in an Anscombe-Aumann framework, the class of preferences that admit a representation...
Dual approaches have proved their value in many areas of economic analysis. Until recently, however,...
This paper studies the implication of the Uncertainty Aversion Axiom of Schmeidler (1989) on the pro...
International audienceIn this paper we study the model of decision under uncertainty consistent with...
International audienceIn this paper we study the model of decision under uncertainty consistent with...
International audienceIn this paper we study the model of decision under uncertainty consistent with...
International audienceIn this paper we study the model of decision under uncertainty consistent with...
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