Do people maximize quantiles?
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Publication:2078053
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Cites work
- scientific article; zbMATH DE number 3087284 (Why is no real title available?)
- scientific article; zbMATH DE number 3106184 (Why is no real title available?)
- A simple test of expected utility theory using professional traders
- A tractable method to measure utility and loss aversion under prospect theory
- AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS
- Advances in prospect theory: cumulative representation of uncertainty
- Applied predictive modeling
- Dynamic Quantile Models of Rational Behavior
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Expected utility theory and prospect theory: One wedding and a decent funeral
- Higher order risk attitudes, demographics, and financial decisions
- Inferring optimal peer assignment from experimental data
- Investigating Generalizations of Expected Utility Theory Using Experimental Data
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Maxmin expected utility with non-unique prior
- Prospect Theory: An Analysis of Decision under Risk
- Quantile Maximization in Decision Theory*
- Quantile-preserving spread
- Regret in Decision Making under Uncertainty
- Simulation and the Asymptotics of Optimization Estimators
- Small- and large-stakes risk aversion: Implications of concavity calibration for decision theory
- Violations of the independence axiom in common ratio problems: An experimental test of some competing hypotheses
- `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk
Cited in
(6)- Static and dynamic quantile preferences
- Portfolio selection in quantile decision models
- Are CEOs expected utility maximizers?
- Numerical solution of dynamic quantile models
- Quantile judgments of lognormal losses: an experimental investigation
- One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles
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