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Preferences over all random variables: Incompatibility of convexity and continuity
16 references·2 citing·36 second hop
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1982A theory of anticipated utility3,136 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
  • 2009On Modeling and Interpreting the Economics of Catastrophic Climate Change1,789 cited
  • 2002Convex measures of risk and trading constraints1,452 cited
  • 2010Prospect Theory: For Risk and Ambiguity838 cited
  • 1987Expected utility with purely subjective non-additive probabilities818 cited
  • 2002Coherent Risk Measures on General Probability Spaces753 cited
  • 1999A Definition of Uncertainty Aversion498 cited
  • 1987Risk aversion in the theory of expected utility with rank dependent probabilities430 cited
  • 2007Subjective Expectations and Asset-Return Puzzles385 cited
  • 2003Risk Management: Value at Risk and Beyond340 cited
  • 2005Cumulative prospect theory and the St. Petersburg paradox

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168 cited

Cited by

  • 2020Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure2 cited
  • 2021When a combination of convexity and continuity forces monotonicity of preferences2 cited