Disappointment in Decision Making Under Uncertainty
From MaRDI portal
Recommendations
- Disappointment and Dynamic Consistency in Choice under Uncertainty
- A Theory of Disappointment Aversion
- Generalized disappointment models
- Correcting expected utility for comparisons between alternative outcomes: A unified parameterization of regret and disappointment
- Expectations, disappointment, and rank-dependent probability weighting
Cited in
(only showing first 100 items - show all)- Dynamic psychological games
- Parametric weighting functions
- Expected utility versus the changes in knowledge ahead
- Recent developments in modelling preferences under risk
- A recourse certainty equivalent for decisions under uncertainty
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Ambiguity and decision modeling: A preference-based approach
- The interface between OR/MS and decision theory
- A challenge to the compound lottery axiom: A two-stage normative structure and comparison to other theories
- Subjective probability under additive aggregation of conditional preferences
- Intertemporal incentives under loss aversion
- Satisfied two-sided matching: a method considering elation and disappointment of agents
- Large-group risk dynamic emergency decision method based on the dual influence of preference transfer and risk preference
- Price discrimination with loss averse consumers
- Asymmetric discouragement in asymmetric contests
- Labor market search effort with reference-dependent preferences
- The newsvendor problem with reference dependence, disappointment aversion and elation seeking
- The limit to behavioral inertia and the power of default in voluntary contribution games
- European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
- Optimal strategies for manufacturers with the reference effect under carbon emissions-sensitive random demand
- Joint inventory, pricing, and advertising decisions with surplus and stockout loss aversions
- Robust optimization analysis for multiple attribute decision making problems with imprecise information
- Towards a more precise decision framework. A separation of the negative utility of chance from diminishing marginal utility and the preference for safety
- Expectation-based loss aversion and strategic interaction
- A comparison of regret theory and salience theory for decisions under risk
- A model of ambition, aspiration and happiness
- Attention-driven probability weighting
- Probabilistic-based expressions in behavioral multi-attribute decision making considering pre-evaluation
- Lack of prevalence of the endowment effect: an equilibrium analysis
- Expected utility with threshold disappointment sensitivity
- Fraction-degree reference dependent stochastic dominance
- Learning with misattribution of reference dependence
- On the equivalence of optimal mechanisms with loss and disappointment aversion
- The two faces of independence: betweenness and homotheticity
- Concave/convex weighting and utility functions for risk: a new light on classical theorems
- What causes post-decision disappointment? Estimating the contributions of systematic and selection biases
- Frustration, aggression, and anger in leader-follower games
- Asymmetric gain-loss reference dependence and attitudes toward uncertainty
- Dynamic consumption and portfolio choice under prospect theory
- Cumulative prospect theory preferences in rent-seeking contests
- Expectation-based loss aversion and rank-order tournaments
- A revealed reference point for prospect theory
- Behavioral premium principles
- A powerful tool for analyzing concave/convex utility and weighting functions
- Loss aversion and competition in Vickrey auctions: money ain't no good
- Choice under uncertainty with the best and worst in mind: Neo-additive capacities
- Correcting expected utility for comparisons between alternative outcomes: A unified parameterization of regret and disappointment
- Expectations, disappointment, and rank-dependent probability weighting
- Comparing risks with reference points: a stochastic dominance approach
- Optimal reinsurance and investment strategy with two piece utility function
- The impact of health-related emotions on belief formation and behavior
- The impact of quantity commitment with disappointment-averse and elation-seeking consumers
- Regret-based optimal insurance design
- Loss aversion in strategy-proof school-choice mechanisms
- Consumer loss aversion and scale-dependent psychological switching costs
- Optimal insurance under maxmin expected utility
- BSDEs with time-delayed generators of a moving average type with applications to non-monotone preferences
- Risk averse decision making under catastrophic risk
- Mean-risk analysis with enhanced behavioral content
- Inverse portfolio problem with coherent risk measures
- Robust optimization of the 0-1 knapsack problem: balancing risk and return in assortment optimization
- Risk decision analysis in emergency response: a method based on cumulative prospect theory
- Strategic behavior and social outcomes in a bottleneck queue: experimental evidence
- THE EQUITY PREMIUM PUZZLE AND EMOTIONAL ASSET PRICING
- Disappointment and Dynamic Consistency in Choice under Uncertainty
- A Theory of Disappointment Aversion
- Regret aversion in reason-based choice
- Too Much of a Good Thing?
- Credibilistic risk aversion
- Disappointment aversion premium principle
- Stochastic multiple-criteria decision making with 2-tuple aspirations: a method based on disappointment stochastic dominance
- The optimal insurance under disappointment theories
- The bounded rationality of probability distortion
- The expected utility theory applied to an industrial decision problem -- what technological alternative to implement to treat industrial solid residuals
- Different notions of disappointment aversion
- Asset pricing with a forward--backward stochastic differential utility
- Generalized disappointment models
- Forward–backward stochastic differential equations with delay generators
- Optimal insurance design under mean-variance preference with narrow framing
- Long-term dynamic asset allocation under asymmetric risk preferences
- Optimal pricing strategy with disappointment‐aversion and elation‐seeking consumers: compared to price commitment
- Source and rank-dependent utility
- Mixture independence foundations for expected utility
- Expected utility theory, Jeffrey's decision theory, and the paradoxes
- Building consensus in multi-attribute group decision making under a prospect theory-driven feedback adjustment mechanism
- Distance education quality evaluation based on multigranularity probabilistic linguistic term sets and disappointment theory
- Separating curvature and elevation: a parametric probability weighting function
- Hierarchical Bayesian parameter estimation for cumulative prospect theory
- The willingness-to-accept/willingness-to-pay disparity in repeated markets: loss aversion or ``bad-deal aversion?
- Managing anticipation and reference-dependent choice
- You are what your parents expect: height and local reference points
- Accounting for optimism and pessimism in expected utility
- Reference dependence, expectations and anchoring in the Becker-DeGroot-Marschak mechanism
- A second-generation disappointment aversion theory of decision making under risk
- Contract breach with overconfident expectations: experimental evidence on reference-dependent preferences
- People are more moral in uncertain environments
- Bilateral trade with loss-averse agents
- Value at risk and inventory control
- Asymmetric optimal auction design with loss-averse bidders
- An intertemporal utility function concave in gains and convex in losses
This page was built for publication: Disappointment in Decision Making Under Uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3686377)
