A comparison of regret theory and salience theory for decisions under risk
From MaRDI portal
Publication:2025022
DOI10.1016/j.jet.2021.105226zbMath1461.91094OpenAlexW3130781303MaRDI QIDQ2025022
Publication date: 11 May 2021
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://www.cesifo.org/DocDL/cesifo1_wp7445_0.pdf
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Dominance in SSB utility theory
- Third-generation prospect theory
- Some implications of a more general form of regret theory
- Nontransitive measurable utility
- Nontransitive additive conjoint measurement
- Advances in prospect theory: cumulative representation of uncertainty
- Regret theory with general choice sets
- A critical note on salience theory of choice under risk
- Regret theory: a new foundation
- An axiomatic foundation for regret theory
- Pairwise normalization: a neuroeconomic theory of multi-attribute choice
- Aversion to risk of regret and preference for positively skewed risks
- Regret aversion and opportunity dependence
- An Axiomatization of Utility Based on the Notion of Utility Differences
- Prospect Theory
- Disappointment in Decision Making Under Uncertainty
- Disappointment and Dynamic Consistency in Choice under Uncertainty
- "Expected Utility" Analysis without the Independence Axiom
- Regret in Decision Making under Uncertainty
- Mixture Symmetry and Quadratic Utility
- Prospect Theory: An Analysis of Decision under Risk
- Salience Theory of Choice Under Risk
- A Model of Focusing in Economic Choice*
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine