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Nondegenerate Intervals of No-Trade Prices for Risk Averse Traders · Study

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ArticleNondegenerate Intervals of No-Trade Prices for Risk Averse Traders

Gerd Weinrich1999

Article1999

Nondegenerate Intervals of No-Trade Prices for Risk Averse Traders

1 citations·0/0 files stored·Theory and Decision

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Decision-Making and Behavioral Economics Financial Markets and Investment Strategies Economic theories and models

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References

1989Maxmin expected utility with non-unique prior 1982A theory of anticipated utility 2004Subjective probability and expected utility without additivity 1987The Dual Theory of Choice under Risk 1989Subjective Probability and Expected Utility without Additivity 1982"Expected Utility" Analysis without the Independence Axiom 1975Core and Equilibria of a Large Economy.1987Expected utility with purely subjective non-additive probabilities

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Year1999

Typearticle

Published1999-02-01

VenueTheory and Decision

ISSN-L0040-5833

Languageen

Citations1

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1023/a:1004950814993

openalex_workW1903070977

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