摘要翻译：
我们表明，在背景风险的合理水平下，任何风险下的选择理论--如期望效用理论、前景理论或等级依赖效用理论--都不能同时满足以下三个经济学假设：（一）决策者对小赌博是风险厌恶的；（二）他们尊重随机支配；（三）他们解释背景风险。
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英文标题：
《Background risk and small-stakes risk aversion》
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作者：
Xiaosheng Mu, Luciano Pomatto, Philipp Strack and Omer Tamuz
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最新提交年份：
2021
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分类信息：

一级分类：Economics        经济学
二级分类：Theoretical Economics        理论经济学
分类描述：Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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英文摘要：
  We show that under plausible levels of background risk, no theory of choice under risk -- such as expected utility theory, prospect theory, or rank dependent utility -- can simultaneously satisfy the following three economic postulates: (i) Decision makers are risk-averse over small gambles, (ii) they respect stochastic dominance, and (iii) they account for background risk.
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PDF链接：
https://arxiv.org/pdf/2010.08033