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On the Economic Meaning of Machina's Fréchet Differentiability Assumption
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References

  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 1982"Expected Utility" Analysis without the Independence Axiom1,518 cited
  • 1991A Theory of Disappointment Aversion1,343 cited
  • 1987Risk aversion in the theory of expected utility with rank dependent probabilities430 cited
  • 1990First order versus second order risk aversion401 cited
  • 1990‘First-order’ risk aversion and the equity premium puzzle285 cited
  • 1993Lp-Fréchet Differentiable Preference and "Local Utility" Analysis42 cited
  • 1994Observing different orders of risk aversion35 cited
  • 1997First-order risk aversion and non-differentiability28 cited
  • 1995Non-Expected Utility and The Robustness of the Classical Insurance Paradigm: Discussion18 cited

Cited by

  • 2000Payoff Kinks in Preferences Over Lotteries8 cited
  • 2015Calibration without reduction for non-expected utility5 cited
  • 2024First-Order Prudence and Its Implications for Precautionary Savings and the Risk-Free Rate2 cited
  • 2009Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior, Second Version1 cited
  • 2013Mono-Linearity-Based Axiomatic Approach to Non-Linear Expected Utility

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1 cited
  • 2022Zeroth, First, and Second Order Prudence Measures1 cited