Articles

A Genuine Rank-dependent Generalization of the von Neumann-Morgenstern Expected Utility Theorem

M. ABDELLAOUI

Econometrica

2002, vol. 70, n°2, pp.717-736

Departments: Economics & Decision Sciences, GREGHEC (CNRS)

Keywords: Probability weighting, Expected utility, Rank-dependent utility, Probability trade-offs, Probabilistic risk attitude

http://ssrn.com/abstract=312256



JavaScriptSettings