vix.ing · top · new · best · stats

Preservation of “more risk averse” under expectations

1982/12/01 by David C Nachman, David C. Nachman · 116 citations
Decision Sciences · Economics, Econometrics and Finance · #Computer science #Decision-Making and Behavioral Economics #Econometrics #Economics #Expected utility hypothesis #Isoelastic utility #Mathematical economics #Relation (database) #Risk and Portfolio Optimization #Risk aversion (psychology) #Stochastic processes and financial applications #Subjective expected utility #Von Neumann–Morgenstern utility theorem

paper · doi:10.1016/0022-0531(82)90067-9

published in Journal of Economic Theory 28(2), 361-368 (Elsevier BV)

openalex publication_date 1982/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/25

Cited by