Generalized Expected Utility Theory: The Rank-Dependent Model
作者： John Quiggin , None
DOI:
关键词: Generalized expected utility 、 Axiom 、 Comparative statics 、 Stochastic dominance 、 Expected utility hypothesis 、 Rank-dependent expected utility 、 Mathematics 、 Mathematical economics 、 Econometrics 、 Lottery 、 Risk aversion (psychology)
摘要: 1 Uncertainty.- 2 Background.- 3 EU Theory.- 4 The Challenge to 5 Rank-Dependent Expected Utility - An Outline.- 6 Risk Aversion in RDEU 7 Comparative Statics for 8 Seeking and Lottery Design.- 9 Some Normative Properties of RDEU.- 10 Experimental Evidence.- 11 Axiomatic Approaches 12 Generalized Smooth 13 Stochastic Dominance Independence Rules.- 14 Extensions.- References.- Index Names.- Topic Index.
参考文章(0)