Expected utility for nonstochastic risk
نویسندگان
چکیده
منابع مشابه
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We provide a condition for rationalizability by risk-averse expected utility preference in a demand-based framework with multiple commodities, which is a UNCAF statement in the sense of Chambers et al. (2014). Our test can be viewed as a natural counterpart of a classical test of expected utility, due to Fishburn (1975), in a demand setting.
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ژورنال
عنوان ژورنال: Mathematical Social Sciences
سال: 2017
ISSN: 0165-4896
DOI: 10.1016/j.mathsocsci.2016.12.005