Stronger utility
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Publication:2015036
DOI10.1007/S11238-013-9366-3zbMATH Open1293.91064OpenAlexW3192654268MaRDI QIDQ2015036FDOQ2015036
Authors: Pavlo R. Blavatskyy 
Publication date: 18 June 2014
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-013-9366-3
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decision theorystochastic dominancerisk aversionprobabilistic choicestrong utilitypreference reversal phenomenon
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Cites Work
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- `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk
- Stochastic expected utility theory
- The Predictive Utility of Generalized Expected Utility Theories
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- Generalized expected utility, heteroscedastic error, and path dependence in risky choice
- A model of probabilistic choice satisfying first-order stochastic dominance
- A Probabilistic Expected Utility Theory of Risky Binary Choices
- Preference reversals and probabilistic decisions
- Stochastic utility theorem
- Probabilistic risk aversion with an arbitrary outcome set
- Are preference reversals errors? An experimental investigation
- Violations of betweenness or random errors?
- Does repetition improve consistency?
- Modelling the stochastic component of behaviour in experiments: Some issues for the interpretation of data
- Why we should not be silent about noise
Cited In (8)
- A second-generation disappointment aversion theory of decision making under risk
- Future plans and errors
- Fechner's strong utility model for choice among \(n > 2\) alternatives: risky lotteries, savage acts, and intertemporal payoffs
- STRONGER QUICKHEAPS
- Probability weighting and L-moments
- Probabilistic intertemporal choice
- Varieties of risk preference elicitation
- Behavior in the centipede game: a decision-theoretical perspective
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