Diffidence Theorem and State Dependent Preferences

Georges Dionne () and M.-G. Ingabire

Working Papers from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.

Abstract: Gollier and Kimball (1994, 1996) have developed a standard technique based on the diffidence theorem. This theorem provides a very simple instrument to solve relatively sophisticated problems when preferences are state independent. The object of this article is to show that their theorem is also very useful to derive significant results with state dependent preferences.

Keywords: ECONOMETRICS; RISK (search for similar items in EconPapers)
JEL-codes: D81 (search for similar items in EconPapers)
Pages: 10 pages
Date: 1997
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Related works:
Working Paper: Diffidence theorem and state dependent preferences (1999)
Working Paper: Diffidence theorem and state dependent preferences (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:pnegmi:9728

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