Generalized expected utility

Results: 9



#Item
1Economy / Utility / Finance / Money / Financial risk / Behavioral finance / Prospect theory / Expected utility / EpsteinZin preferences / Risk aversion / Expected utility hypothesis / Elasticity of intertemporal substitution

Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences Eric T. Swanson Federal Reserve Bank of San Francisco http://www.ericswanson.org

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Source URL: www.ericswanson.us

Language: English - Date: 2015-07-29 21:24:51
2Smooth functions / Generalized functions / Distribution / Functional analysis / Stochastic dominance / Expected value / Differential geometry / Pullback / Pushforward

LOCAL UTILITY AND MULTIVARIATE RISK AVERSION ARTHUR CHARPENTIER, ALFRED GALICHON, AND MARC HENRY Abstract. We revisit Machina’s local utility as a tool to analyze attitudes to multivariate risks. Using martingale embed

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2013-04-05 05:27:37
3Mathematical analysis / Logic / Mathematics / Game theory / Utility / Probability theory / Expected utility / Choice modelling / Expected utility hypothesis / Preference / Lottery / Monotonic function

A GENERALIZED NOTION OF PROBABILISTIC SOPHISTICATION THAT APPLIES TO AMBIGUOUS BELIEFS 1 For the latest version click on the title

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Source URL: www.personal.psu.edu

Language: English - Date: 2016-05-09 10:34:17
4Consumer theory / Game theory / Science / Philosophy / Expected utility hypothesis / Preference / Philosophical skepticism / Subjective expected utility / Utility / Decision theory / Economics

Modelling Beliefs in Games with Generalized Preferences and Other Essays A Dissertation Presented to the Faculty of the Graduate School of

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Source URL: www.princeton.edu

Language: English - Date: 2006-11-06 09:18:39
5Mathematics / Utility / Expected utility hypothesis / Preference / Prospect theory / Cumulative prospect theory / Cardinal utility / Choquet integral / Subjective expected utility / Decision theory / Mathematical analysis / Statistics

MATHEMATICS OF OPERATIONS RESEARCH Vol. 28, No. 3, August 2003, pp. 395–423 Printed in U.S.A. PREFERENCE FOUNDATIONS FOR NONEXPECTED UTILITY: A GENERALIZED AND SIMPLIFIED TECHNIQUE

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Source URL: people.few.eur.nl

Language: English - Date: 2015-03-11 05:15:53
6Knowledge / Human behavior / Decision theory / Framing / Israeli Jews / Expected utility hypothesis / Generalized expected utility / Allais paradox / Prospect theory / Behavioral finance / Economics / Utility

SJNW1074-04-NO00010390.tex

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Source URL: people.few.eur.nl

Language: English - Date: 2015-03-11 05:16:01
7Microeconomics / Risk aversion / Expected utility hypothesis / Equity premium puzzle / Elasticity of intertemporal substitution / Risk premium / Risk neutral / Marginal utility / Utility / Economics / Financial economics

Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences Eric T. Swanson Federal Reserve Bank of San Francisco [removed] http://www.ericswanson.org

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Source URL: www.rba.gov.au

Language: English - Date: 2013-12-12 02:13:41
8Estimator / Method of moments / M-estimator / Expected utility hypothesis / Estimation theory / Statistics / Generalized method of moments

PDF Document

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Source URL: www3.imperial.ac.uk

Language: English
9Statistics / Economics / Social philosophy / Subjective expected utility / Expected utility hypothesis / Preference / Nash equilibrium / Bayesian game / Decision theory / Game theory / Utility

Modelling Beliefs in Games with Generalized Preferences Rupa Athreya* Department of Economics Yale U n i v e r s i t y T h i s version: M a y 2001

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Source URL: www.tark.org

Language: English - Date: 2011-10-23 10:31:50
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