Discrete Arrow-Pratt indexes for risk and uncertainty
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Publication:2074064
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Cites work
- scientific article; zbMATH DE number 5896048 (Why is no real title available?)
- scientific article; zbMATH DE number 41812 (Why is no real title available?)
- scientific article; zbMATH DE number 3087284 (Why is no real title available?)
- "Expected Utility" Analysis without the Independence Axiom
- A Smooth Model of Decision Making under Ambiguity
- A Subjective Spin on Roulette Wheels
- A revealed reference point for prospect theory
- Advances in prospect theory: cumulative representation of uncertainty
- Allais, Ellsberg, and preferences for hedging
- Differentiating ambiguity and ambiguity attitude
- Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
- From local to global additive representation
- Independent preferences
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Maxmin expected utility with non-unique prior
- Parametric characterizations of risk aversion and prudence
- Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique
- Prospect theory. For risk and ambiguity.
- Rank- and sign-dependent linear utility models for binary gambles
- Relative concave utility for risk and ambiguity
- Representing risk preferences in expected utility based decision models
- Restricted increases in risk aversion and their application
- Risk Aversion in the Small and in the Large
- Risk and rationality: uncovering heterogeneity in probability distortion
- Risk, Ambiguity, and the Separation of Utility and Beliefs
- Risk, ambiguity and the Savage axioms
- Savage's theorem with a finite number of states
- Subjective Probability and Expected Utility without Additivity
- The Midweight Method to Measure Attitudes Toward Risk and Ambiguity
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