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Epstein, Larry G. Living with Risk. Review of Economic Studies, 75, 1121-1141, 2008.
Kimball, Miles S. Precautionary Saving in the Small and in the Large. Econometrica, 58, 53-73, 1990.
Prelec, Drazen. The probability weighting function. Econometrica, 66, 497-527, 1998.
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