Pages that link to "Item:Q1096514"

The following pages link to Some implications of a more general form of regret theory (Q1096514):

Displaying 45 items.

• Value at risk and inventory control (Q706877) (← links)
• Violations of the independence axiom in common ratio problems: An experimental test of some competing hypotheses (Q750274) (← links)
• Evidence of a new violation of the independence axiom (Q806818) (← links)
• Survival through the Allais paradox (Q807353) (← links)
• Preference reversals and probabilistic decisions (Q843711) (← links)
• Endowment effects? ``Even'' with half a million on the table! (Q849307) (← links)
• Axiomatization of a preference for most probable winner (Q850472) (← links)
• A model of regret, investor behavior, and market turbulence (Q893402) (← links)
• Skew symmetric additive utility with finite states (Q917410) (← links)
• Sure things - dominance and independence rules for choice under uncertainty (Q919953) (← links)
• A parallel between regret theory and outranking methods for multicriteria decision making under imprecise information (Q935038) (← links)
• One-reason decision-making: modeling violations of expected utility theory (Q946664) (← links)
• Taste uncertainty and status quo effects in consumer choice (Q1037585) (← links)
• Non-transitive measurable utility for decision under uncertainty (Q1121140) (← links)
• A choice-rule formulation of intransitive utility theory (Q1128930) (← links)
• Rank- and sign-dependent linear utility models for binary gambles (Q1174592) (← links)
• Failures of the reduction principle in an Ellsberg-type problem (Q1185736) (← links)
• Different frames for the independence axiom: An experimental investigation in individual decision making under risk (Q1187971) (← links)
• Subjective expected utility theory revisited: A reductio ad absurdum paradox (Q1193769) (← links)
• Advances in prospect theory: cumulative representation of uncertainty (Q1196177) (← links)
• The Becker-Degroot-Marschak mechanism and generalized utility theories: Theoretical predictions and empirical observations (Q1260930) (← links)
• Preference structures and their numerical representations (Q1285783) (← links)
• Intransitive cycles: Rational choice or random error? An answer based on estimation of error rates with experimental data (Q1312879) (← links)
• Regret theory with general choice sets (Q1322511) (← links)
• Violations of the betweenness axiom and nonlinearity in probability (Q1322512) (← links)
• Generalized similarity judgements: An alternative explanation for choice anomalies (Q1342891) (← links)
• Regret theory: a new foundation (Q1676457) (← links)
• On the optimality of path-dependent structured funds: the cost of standardization (Q1735195) (← links)
• Transitivity is equivalent to independence for states-additive SSB utilities (Q1813083) (← links)
• Transitivity revisited (Q1813375) (← links)
• Unique nontransitive measurement on finite sets (Q1825732) (← links)
• The relevance of irrelevant alternatives (Q1925651) (← links)
• A comparison of regret theory and salience theory for decisions under risk (Q2025022) (← links)
• Attention-driven probability weighting (Q2036936) (← links)
• Selective attribute rules (Q2099503) (← links)
• Indistinguishability of small probabilities, subproportionality, and the common ratio effect (Q2176800) (← links)
• Aversion to risk of regret and preference for positively skewed risks (Q2218535) (← links)
• On some ordinal models for decision making under uncertainty (Q2271863) (← links)
• Nontransitive preferences in decision theory (Q2276852) (← links)
• The arbitrage pricing theorem with incomplete preferences (Q2381462) (← links)
• Consumer loss aversion and scale-dependent psychological switching costs (Q2685837) (← links)
• The price of quality claims (Q2862426) (← links)
• Advances in Prospect Theory: Cumulative Representation of Uncertainty (Q2971688) (← links)
• A Tailor-Made Test of Intransitive Choice (Q3195239) (← links)
• Pricing risk when distributions are fat tailed (Q4822459) (← links)