Convexity in the theory of choice under risk

Menahem E. Yaari

doi:10.2307/1880632

Convexity in the theory of choice under risk

Menahem E. Yaari

Research output: Contribution to journal › Article › peer-review

Abstract

I. Summary, 278. — II. Introduction, 279. — III. Acceptance sets, 282. — IV. Some experimental evidence, 284. — V. Subjective probabilities, 288.

Original language	English
Pages (from-to)	278-290
Number of pages	13
Journal	Quarterly Journal of Economics
Volume	79
Issue number	2
DOIs	https://doi.org/10.2307/1880632
State	Published - May 1965
Externally published	Yes

Access to Document

10.2307/1880632

Cite this

@article{31319b88e42445b59b59a08b6b4885cb,

title = "Convexity in the theory of choice under risk",

abstract = "I. Summary, 278. — II. Introduction, 279. — III. Acceptance sets, 282. — IV. Some experimental evidence, 284. — V. Subjective probabilities, 288.",

author = "Yaari, \{Menahem E.\}",

year = "1965",

month = may,

doi = "10.2307/1880632",

language = "אנגלית",

volume = "79",

pages = "278--290",

journal = "Quarterly Journal of Economics",

issn = "0033-5533",

publisher = "Oxford University Press",

number = "2",

}

TY - JOUR

T1 - Convexity in the theory of choice under risk

AU - Yaari, Menahem E.

PY - 1965/5

Y1 - 1965/5

N2 - I. Summary, 278. — II. Introduction, 279. — III. Acceptance sets, 282. — IV. Some experimental evidence, 284. — V. Subjective probabilities, 288.

AB - I. Summary, 278. — II. Introduction, 279. — III. Acceptance sets, 282. — IV. Some experimental evidence, 284. — V. Subjective probabilities, 288.

UR - https://www.scopus.com/pages/publications/84963018677

U2 - 10.2307/1880632

DO - 10.2307/1880632

M3 - ???researchoutput.researchoutputtypes.contributiontojournal.article???

AN - SCOPUS:84963018677

SN - 0033-5533

VL - 79

SP - 278

EP - 290

JO - Quarterly Journal of Economics

JF - Quarterly Journal of Economics

IS - 2

ER -

Convexity in the theory of choice under risk

Abstract

Access to Document

Other files and links

Fingerprint

Cite this