An intransitive expectations-based Bayesian variant of prospect theory

DOI10.1007/BF00057567MaRDI QIDQ1187967zbMATH OpenFDO

Authors Robert F. Bordley

Publication date 3 August 1992

Published in Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00057567

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Measurement and performance in psychology (91E45)

Cites work

• A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
• Combining Expert Judgments: A Bayesian Approach
• scientific article; zbMATH DE number 50042 (Why is no real title available?)
• scientific article; zbMATH DE number 1494998 (Why is no real title available?)
• scientific article; zbMATH DE number 3189754 (Why is no real title available?)
• Prospect Theory: An Analysis of Decision under Risk
• SSB and Weighted Linear Utility As Expected Utility with Suspicion
• Steady magnetohydrodynamic flow of an incompressible viscous fluid involving an ignorable co-ordinate

Cited in

(4)

• Violations of the betweenness axiom and nonlinearity in probability
• Expected utility without utility
• Rationality with preference discovery costs
• An experimental investigation of violations of transitivity in choice under uncertainty

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