Characterization of symmetrical monotone risk aversion in the RDEU model-Reference-Cited by-同舟云学术

Characterization of symmetrical monotone risk aversion in the RDEU model

Published:2002-09 Issue:1 Volume:44 Page:1-15
ISSN:0165-4896
Container-title:Mathematical Social Sciences
language:en
Short-container-title:Mathematical Social Sciences

Author:

Abouda Moez,Chateauneuf Alain

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,General Psychology,General Social Sciences,Sociology and Political Science

Reference21 articles.

1. Abouda, M., 1999a. Quelques propriétés des fonctions quantiles. Prix d’achat et prix de vente dans les modéles de décision dans le risque. Ph.D. thesis, Université Paris 1 (Chapitre 4).

2. Buying and selling prices: a characterization of positivity of the bid–selling spread;Abouda;Cahiers de la M.S.E.,1999

3. Symmetrical monotone risk aversion and positive bid–ask spreads;Abouda,1997

4. Abouda, M., Chateauneuf, A., 1999. Positivity of bid–ask spreads and symmetrical monotone risk aversion. Cahiers de la M.S.E. 86.

5. Le comportement de l’homme rationnel devant le risque: critique des postulats et axiomes de l’ecole américaine;Allais;Econometrica,1953

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