Piecewise linear rank-dependent utility

DOI10.1007/S11238-016-9569-5MaRDI QIDQ2628292zbMATH OpenOpenAlexFDO

Authors Craig S. Webb

Publication date 1 June 2017

Published in Theory and Decision (Search for Journal in Brave)

Full work available at URL https://www.research.manchester.ac.uk/portal/en/publications/piecewise-linear-rankdependent-utility(ba2e9da9-8c5b-4703-8b1a-5093e68c4e27).html

zbMATH Keywords

optimismpessimismrank-dependent utilitysecurity and potential level preferences

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

• A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem
• Accounting for optimism and pessimism in expected utility
• Additive representations on rank-ordered sets. II: The topological approach
• Agreeable trade with optimism and pessimism
• Agreement theorem for neo-additive beliefs
• Are the treasures of game theory ambiguous?
• Asset pricing in a Lucas fruit-tree economy with the best and worst in mind
• Biased Bayesian learning with an application to the risk-free rate puzzle
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• Curvature of the Probability Weighting Function
• Generalized neo-additive capacities and updating
• Information and ambiguity: herd and contrarian behaviour in financial markets
• Optimism and pessimism in games
• Parametric weighting functions
• Piecewise additivity for non-expected utility
• Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique
• Security level, potential level, expected utility: a three-criteria decision model under risk
• Separating curvature and elevation: a parametric probability weighting function
• Separating marginal utility and probabilistic risk aversion
• The risk-structure dependence effect: Experimenting with an eye to decision-aiding

Cited in

(3)

• A revealed reference point for prospect theory
• Delayed probabilistic risk attitude: a parametric approach
• Piecewise additivity for non-expected utility

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