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dc.contributor.authorSafra, Zvien_GB
dc.contributor.authorSegal, Urien_GB
dc.date.accessioned2013-02-19T11:58:13Zen_GB
dc.date.accessioned2013-03-19T15:58:30Z
dc.date.issued2008-09-09en_GB
dc.description.abstractRabin (2000) proved that a low level of risk aversion with respect to small gambles leads to a high, and absurd, level of risk aversion with respect to large gambles. Rabin’s arguments strongly depend on expected utility theory, but we show that similar arguments apply to general non-expected utility theories.en_GB
dc.identifier.citationVol. 76, Issue 5, pp. 1143 - 1166en_GB
dc.identifier.doi10.3982/ECTA6175en_GB
dc.identifier.urihttp://hdl.handle.net/10036/4329en_GB
dc.language.isoenen_GB
dc.subjectRisk aversionen_GB
dc.subjectcalibrationen_GB
dc.subjectnon-expected utility theoriesen_GB
dc.titleCalibration results for non-expected utility theoriesen_GB
dc.typeArticleen_GB
dc.date.available2013-02-19T11:58:13Zen_GB
dc.date.available2013-03-19T15:58:30Z
dc.identifier.issn0012-9682en_GB
dc.descriptionPre-print draft version dated July 24, 2006. Final version published by Wiley; available online at http://onlinelibrary.wiley.com/en_GB
dc.identifier.eissn1468-0262en_GB
dc.identifier.journalEconometricaen_GB


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