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On S-convexity and risk aversion

Abstract : The present note first discusses the concept of s-convex pain functions in decision theory. Then, the economic behavior of an agent with such a pain function is represented through the comparison of some recursive lotteries.
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https://hal-hec.archives-ouvertes.fr/hal-00540202
Contributor : Antoine Haldemann <>
Submitted on : Friday, November 26, 2010 - 10:09:29 AM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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Marco Scarsini, Michel Denuit, Claude Lefevre. On S-convexity and risk aversion. Theory and Decision, Springer Verlag, 2001, Vol. 50, N°3, pp. 239-248. ⟨10.1023/A:1010336203373⟩. ⟨hal-00540202⟩

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