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Existence of a positively homogeneous and translation invariant continuous certainty equivalent
5 references·0 citing·21 second hop
Existence of a positively homogeneous and translation invariant continuous certainty equivalent (1999)Existence of a positively homogeneous and…Axiomatic characterization of insurance prices (1997)Axiomatic characterization of…How complicated are betweenness preferences? (1995)How complicated are betweenne…Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation (1990)Premium Calculation: Why Stan…‘First-order’ risk aversion and the equity premium puzzle (1990)‘First-order’ risk aversion a…Continuous Linear Representations of Preference Orderings in Vector Spaces (1984)Continuous Linear Representat…"Expected Utility" Analysis without the Independence Axiom (1982)A theory of anticipated utility (1982)The Dual Theory of Choice under Risk (1987)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Myopic Loss Aversion and the Equity Premium Puzzle (1995)Investor Psychology and Asset Pricing (2001)Prospect Theory and Asset Prices (2001)Theory of Games and Economic Behavior (1945)A solution approach to valuation with unhedgeable risks (2001)Measures of risk (2002)Dynamic coherent risk measures (2004)Subjective probability and expected utility without additivity (2004)Theory of games and economic behavior (2019)Smoothing, Forecasting and Prediction of Discrete Time Series. (1964)An introduction to mathematical risk theory (1979)Spectral risk measures and portfolio selection (2008)Gini-Type Measures of Risk and Variability: Gini Shortfall, Capital Allocations, and Heavy-Tailed Risks (2016)Pessimistic portfolio allocation and Choquet expected utility (2017)A dual to the von Neumann-Morgenstern theorem (1982)Discounted-Value Representations of Temporal Preferences (1985)
this work references cited by second hop

References

  • 1997Axiomatic characterization of insurance prices535 cited
  • 1990‘First-order’ risk aversion and the equity premium puzzle285 cited
  • 1990Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation147 cited
  • 1995How complicated are betweenness preferences?4 cited
  • 1984Continuous Linear Representations of Preference Orderings in Vector Spaces2 cited

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