K. Arrow, The value of and demand for information, pp.131-139, 1971.

K. J. Arrow, Essays in the Theory of Risk Bearing, 1971.

R. J. Aumann and R. Serrano, An Economic Index of Riskiness, Journal of Political Economy, vol.116, issue.5, pp.810-836, 2008.
DOI : 10.1086/591947

Y. Azrieli and E. Lehrer, The value of a stochastic information structure, Games and Economic Behavior, vol.63, issue.2, pp.679-693, 2008.
DOI : 10.1016/j.geb.2005.12.003

H. P. Binswanger, Attitudes Toward Risk: Theoretical Implications of an Experiment in Rural India, The Economic Journal, vol.91, issue.364, pp.91-867, 1981.
DOI : 10.2307/2232497

D. Blackwell, Equivalent Comparisons of Experiments, The Annals of Mathematical Statistics, vol.24, issue.2, pp.265-272, 1953.
DOI : 10.1214/aoms/1177729032

L. Blume and D. Easley, Evolution and market behavior, Journal of Economic Theory, vol.58, issue.1, pp.9-40, 1992.
DOI : 10.1016/0022-0531(92)90099-4

F. Bourguignon, Decomposable Income Inequality Measures, Econometrica, vol.47, issue.4, pp.901-920, 1979.
DOI : 10.2307/1914138
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.383.6128

D. Duffie, Dynamic asset pricing theory, 1996.

D. P. Foster and S. Hart, An Operational Measure of Riskiness, Journal of Political Economy, vol.117, issue.5, pp.785-814, 2009.
DOI : 10.1086/644840

J. Ganuza and J. S. Penalva, Signal orderings based on dispersion and the supply of private information in auctions, Econometrica, vol.78, issue.3, pp.1007-1030, 2010.

I. Gilboa and E. Lehrer, The value of information - An axiomatic approach, Journal of Mathematical Economics, vol.20, issue.5, pp.443-459, 1991.
DOI : 10.1016/0304-4068(91)90002-B
URL : https://hal.archives-ouvertes.fr/hal-00753232

O. Gossner, Simple bounds on the value of a reputation, Econometrica, vol.57, pp.1627-1641, 2011.
URL : https://hal.archives-ouvertes.fr/halshs-00654683

O. Gossner, P. Hernández, and A. Neyman, Optimal Use of Communication Resources, Econometrica, vol.74, issue.6, pp.1603-1636, 2006.
DOI : 10.1111/j.1468-0262.2006.00720.x
URL : https://hal.archives-ouvertes.fr/halshs-00754118

O. Gossner and T. Tomala, Empirical Distributions of Beliefs Under Imperfect Observation, Mathematics of Operations Research, vol.31, issue.1, pp.13-30, 2006.
DOI : 10.1287/moor.1050.0174
URL : https://hal.archives-ouvertes.fr/hal-00487960