Characterizing optimism and pessimism directly through comonotonicity-Reference-Cited by-同舟云学术

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Characterizing optimism and pessimism directly through comonotonicity

Published:1990-12 Issue:2 Volume:52 Page:453-463
ISSN:0022-0531
Container-title:Journal of Economic Theory
language:en
Short-container-title:Journal of Economic Theory

Author:

Wakker Peter

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference24 articles.

1. Representations of capacities;Anger;Math. Ann.,1977

2. A definition of subjective probability;Anscombe;Ann. Math. Statist.,1963

3. Uncertainty aversion and risk aversion in models with nonadditive probabilities;Chateauneuf,1988

4. Risk aversion in the theory of expected utility with rank dependent probabilities;Chew;J. Econ. Theory,1987

5. Theory of capacities;Choquet;Ann. Inst. Fourier (Grenoble),1953

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