Is there a plausible theory for decision under risk? A dual calibration critique (Q382326): Difference between revisions

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+Saving under rank-dependent utility
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+Normal rank
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+Compatibility of expected utility and \(\mu /\sigma\) approaches to risk for a class of non location-scale distributions
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+Risk aversion, moral hazard and the principal's loss.
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+More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
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+Small- and large-stakes risk aversion: Implications of concavity calibration for decision theory
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+Calibration Results for Non-Expected Utility Theories
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+More on parametric characterizations of risk aversion and prudence
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+The Predictive Utility of Generalized Expected Utility Theories
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+Parametric characterizations of risk aversion and prudence
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+Upper and lower bounds for expected utility
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+Yaari's dual theory without the completeness axiom
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+Q4890894
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+Cumulative prospect theory and the St. Petersburg paradox
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+Dilemmas of an Economic Theorist
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+Medical insurance with rank-dependent utility
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+Probabilistic risk attitudes and local risk aversion: a paradox
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+Risk aversion in the small and in the large: Calibration results for betweenness functionals
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+Advances in prospect theory: cumulative representation of uncertainty
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+Q2892811
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+Prospect Theory
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+The Dual Theory of Choice under Risk
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+Expected utility inequalities: theory and applications
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