Pages that link to "Item:Q1180524"
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The following pages link to Rank- and sign-dependent linear utility models for finite first-order gambles (Q1180524):
Displaying 50 items.
- Reconsidering the common ratio effect: the roles of compound independence, reduction, and coalescing (Q490068) (← links)
- Prospect theory for continuous distributions: a preference foundation (Q544845) (← links)
- Utility independence of multiattribute utility theory is equivalent to standard sequence invariance of conjoint measurement (Q654395) (← links)
- Empirical evaluation of third-generation prospect theory (Q683519) (← links)
- A simple axiomatization of binary rank-dependent utility of gains (Losses) (Q696937) (← links)
- Testing lexicographic semiorders as models of decision making: priority dominance, integration, interaction, and transitivity (Q708244) (← links)
- Reconciling Savage's and Luce's modeling of uncertainty: the best of both worlds (Q730145) (← links)
- An experimental test of reduction invariance (Q730172) (← links)
- Empirical evaluation of four models of buying and selling prices of gambles (Q730174) (← links)
- Reference-dependent expected utility with incomplete preferences (Q734684) (← links)
- A comparison of five models that predict violations of first-order stochastic dominance in risky decision making (Q813406) (← links)
- Loss averse behavior (Q813409) (← links)
- A simple model of cumulative prospect theory (Q845610) (← links)
- Cumulative prospect theory's functional menagerie (Q867443) (← links)
- Third-generation prospect theory (Q941735) (← links)
- Combining additive representations on subsets into an overall representation (Q955104) (← links)
- Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory (Q995664) (← links)
- Parametric weighting functions (Q1017784) (← links)
- Star-shaped probability weighting functions and overbidding in first-price auctions (Q1046218) (← links)
- Rank- and sign-dependent linear utility models for binary gambles (Q1174592) (← links)
- Lexicographic state-dependent subjective expected utility (Q1180525) (← links)
- Where does subjective expected utility fail descriptively? (Q1187963) (← links)
- Advances in prospect theory: cumulative representation of uncertainty (Q1196177) (← links)
- Recent developments in modeling preferences: Uncertainty and ambiguity (Q1196178) (← links)
- Singular points in generalized concatenation structures that otherwise are homogeneous (Q1197635) (← links)
- Associative joint receipts (Q1277469) (← links)
- Preference structures and their numerical representations (Q1285783) (← links)
- Quality-adjusted life years (QALY) utility models under expected utility and rank dependent utility assumptions (Q1304530) (← links)
- An axiomatization of cumulative prospect theory (Q1312091) (← links)
- Separating marginal utility and probabilistic risk aversion (Q1315454) (← links)
- A variational model of preference under uncertainty (Q1322510) (← links)
- Violations of the betweenness axiom and nonlinearity in probability (Q1322512) (← links)
- Comonotonic independence: The critical test between classical and rank- dependent utility theories (Q1341562) (← links)
- Several unresolved conceptual problems of mathematical psychology (Q1368399) (← links)
- Joint receipt and Thaler's hedonic editing rule (Q1377451) (← links)
- Rank dependent utility for arbitrary consequence spaces (Q1377455) (← links)
- Towards a constructive approach to act-conditional subjective expected utility models (Q1383310) (← links)
- Reference dependence in cumulative prospect theory. (Q1398446) (← links)
- Functional equations arising in a theory of rank dependence and homogeneous joint receipts. (Q1398455) (← links)
- Conditions for Choquet integral representation of the comonotonically additive and monotone functional. (Q1399385) (← links)
- Probability weights in rank-dependent utility with binary even-chance independence. (Q1404959) (← links)
- Reduction invariance and Prelec's weighting functions (Q1598979) (← links)
- Knock-out for descriptive utility or experimental-design error? (Q1601336) (← links)
- An index of loss aversion (Q1779809) (← links)
- Approximate portfolio analysis (Q1806756) (← links)
- Violations of conjoint independence in binary choices: The equate-to-differentiate interpretation. (Q1810485) (← links)
- The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis (Q1815224) (← links)
- Options traders exhibit subadditive decision weights (Q1817324) (← links)
- A new foundation for the mean-variance analysis (Q1827662) (← links)
- Causes of Allais common consequence paradoxes: an experimental dissection (Q1877594) (← links)
