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When does aggregation reduce risk aversion?
16 references·6 citing·33 second hop
When does aggregation reduce risk aversion? (2012)When does aggregation reduce risk aversio…Uncertainty and the Evaluation of Public Investment Decisions (2013)Uncertainty and the Evaluatio…Ambiguity Aversion, Robustness, and the Variational Representation of Preferences (2006)Ambiguity Aversion, Robustnes…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Subjective probability and expected utility without additivity (2004)Subjective probability and ex…Intertemporal asset pricing under knightian uncertainty (2004)Intertemporal asset pricing u…Ambiguity Made Precise: A Comparative Foundation (2002)Ambiguity Made Precise: A Com…A Definition of Uncertainty Aversion (1999)A Definition of Uncertainty A…Intertemporal Asset Pricing under Knightian Uncertainty (1994)Intertemporal Asset Pricing u…Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio (1992)Uncertainty Aversion, Risk Av…Equilibrium in a Reinsurance Market (1992)Equilibrium in a Reinsurance …A More Robust Definition of Subjective Probability (1992)A More Robust Definition of S…Subjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …The Theory of Syndicates (1968)The Theory of SyndicatesEquilibrium in a Reinsurance Market (1962)Equilibrium in a Reinsurance …Social Indifference Curves (1956)Social Indifference CurvesPrices vs quantities with risk aversion (2025)Prices vs quantities with ris…Monotone Additive Statistics (2024)Monotone Additive StatisticsComparing uncertainty aversion towards different sources (2016)Comparing uncertainty aversio…Comparing Uncertainty Aversion towards Different Sources (2016)Comparing Uncertainty Aversio…Fair Management of Social Risk (2014)Fair Management of Social RiskDecisions with conflicting and imprecise information (2012)Decisions with conflicting an…Risk, Ambiguity, and the Savage Axioms (1961)Cognitive skills affect economic preferences, strategic behavior, and job attachment (2009)Theory of Decision under Uncertainty (2009)Theory and Applications of Robust Optimization (2010)Risk Aversion in the Small and in the Large (1976)Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Signaling in Retrospect and the Informational Structure of Markets (2002)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)Robust Portfolio Rules and Asset Pricing (2004)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Collective Risk Management in a Flight to Quality Episode (2007)Theory of games and economic behavior (2019)A theory of anticipated utility (1982)The Dual Theory of Choice under Risk (1987)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Psychology and Economics (1997)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Laboratory (2008)Sensitivity analysis: A review of recent advances (2015)The Role of Securities in the Optimal Allocation of Risk-bearing (1964)The irrelevance of inference: a decision-making approach to the stochastic evaluation of health care technologies (1999)Review of statistical methods for analysing healthcare resources and costs (2010)Determinants of Risk: Exposure and Vulnerability (2012)Decision Making within the Household (1976)Real National Income (1976)Personality Psychology and Economics (2011)The Design of an Optimal Insurance Policy (1992)The Market for Catastrophe Risk: A Clinical Examination (1999)Inf-convolution of risk measures and optimal risk transfer (2005)
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References

  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 1968The Theory of Syndicates1,178 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 1956Social Indifference Curves863 cited
  • 2013Uncertainty and the Evaluation of Public Investment Decisions809 cited
  • 1992Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio776 cited
  • 1962Equilibrium in a Reinsurance Market700 cited
  • 2004Intertemporal asset pricing under knightian uncertainty597 cited
  • 1992A More Robust Definition of Subjective Probability585 cited
  • 1992Equilibrium in a Reinsurance Market562 cited
  • 1994Intertemporal Asset Pricing under Knightian Uncertainty543 cited
  • 1999A Definition of Uncertainty Aversion498 cited
  • 2002Ambiguity Made Precise: A Comparative Foundation

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483 cited

Cited by

  • 2012Decisions with conflicting and imprecise information30 cited
  • 2024Monotone Additive Statistics7 cited
  • 2016Comparing uncertainty aversion towards different sources7 cited
  • 2025Prices vs quantities with risk aversion1 cited
  • 2014Fair Management of Social Risk1 cited
  • 2016Comparing Uncertainty Aversion towards Different Sources0 cited