Pages that link to "Item:Q1087452"
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The following pages link to An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom (Q1087452):
Displayed 50 items.
- Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour (Q582184) (← links)
- Equilibrium without independence (Q582216) (← links)
- Bilinear utility and a threshold structure for nontransitive proferences (Q584046) (← links)
- Betweenness satisfying preferences and dynamic choice (Q808963) (← links)
- The Becker-DeGroot-Marschak mechanism and nonexpected utility: A testable approach (Q811313) (← links)
- Anchored preference relations (Q854945) (← links)
- Axiomatic rank-dependent means (Q919963) (← links)
- Axiomatic utility theories with the betweenness property (Q919973) (← links)
- An overview of lexicographic choice under uncertainty (Q919974) (← links)
- Ascending bid auctions with behaviorally consistent bidders (Q919976) (← links)
- Preferences over location-scale family (Q943343) (← links)
- Stochastic utility theorem (Q952679) (← links)
- Stochastic expected utility theory (Q995662) (← links)
- Conditional implicit mean and the law of iterated integrals (Q999729) (← links)
- Recent developments in modelling preferences under risk (Q1091915) (← links)
- A correspondence theorem between expected utility and smooth utility (Q1107403) (← links)
- A combination of expected utility and maxmin decision criteria (Q1111438) (← links)
- Existence and dynamic consistency of Nash equilibrium with non-expected utility preferences (Q1181664) (← links)
- Different frames for the independence axiom: An experimental investigation in individual decision making under risk (Q1187971) (← links)
- Many good choice axioms: When can many-good lotteries be treated as money lotteries? (Q1190246) (← links)
- Utility theory with probability-dependent outcome valuation (Q1196662) (← links)
- Delayed agreements and nonexpected utility (Q1198175) (← links)
- The Becker-Degroot-Marschak mechanism and generalized utility theories: Theoretical predictions and empirical observations (Q1260930) (← links)
- Constant risk aversion (Q1272651) (← links)
- Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility (Q1274844) (← links)
- Violations of the betweenness axiom and nonlinearity in probability (Q1322512) (← links)
- On a statistical approach to choice under uncertainty (Q1332572) (← links)
- Market equilibrium with heterogeneous recursive-utility-maximizing agents (Q1338983) (← links)
- The projective independence axiom (Q1341482) (← links)
- A challenge to the compound lottery axiom: A two-stage normative structure and comparison to other theories (Q1342393) (← links)
- Preferences and metric structures of spaces of alternatives (Q1364445) (← links)
- Subjective probability under additive aggregation of conditional preferences (Q1371131) (← links)
- Ellsberg's two-color experiment, portfolio inertia and ambiguity. (Q1398442) (← links)
- Decomposable choice under uncertainty (Q1581187) (← links)
- An existence theorem of intertemporal recursive utility in the presence of Lévy jumps (Q1592523) (← links)
- Comparative statics derivatives with nonlinear preferences (Q1804348) (← links)
- Smooth preferences and the approximate expected utility hypothesis (Q1821673) (← links)
- A unifying approach to axiomatic non-expected utility theories (Q1824525) (← links)
- Comparative statics and non-expected utility preferences (Q1825102) (← links)
- Totally convex preferences for gambles. (Q1867794) (← links)
- The axiomatic basis of risk-value models (Q1869450) (← links)
- How complicated are betweenness preferences? (Q1892592) (← links)
- The comonotonic sure-thing principle (Q1915783) (← links)
- Utility theory with probability dependent outcome valuation: Extensions and applications (Q1916296) (← links)
- Comparative statics tests between decision models under risk (Q1961269) (← links)
- Nontransitive preferences in decision theory (Q2276852) (← links)
- Behaviorally consistent optimal stopping rules (Q2277349) (← links)
- Smooth indifference sets (Q2277352) (← links)
- Nash's bargaining solution when the disagreement point is random (Q2485452) (← links)
- Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps (Q2495373) (← links)