More pessimism than greediness: a characterization of...

More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model

Alain Chateauneuf, Michéle Cohen, Isaac Meilijson
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Volume:
25
Language:
english
Pages:
19
DOI:
10.1007/s00199-003-0451-7
Date:
April, 2005
File:
PDF, 196 KB
english, 2005
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