Conditional non-expected utility preferences induced by mixture of lotteries: a note on the normative invalidity of expected utility theory
From MaRDI portal
Publication:2158629
DOI10.1007/s10479-020-03528-5zbMath1497.91114MaRDI QIDQ2158629
Publication date: 26 July 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-020-03528-5
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sequential decision making without independence: a new conceptual approach
- Projection matrices, generalized inverse matrices, and singular value decomposition.
- Temporal risk and the nature of induced preferences
- A tractable method to measure utility and loss aversion under prospect theory
- Failure rate modeling for reliability and risk
- Optimal investment decisions when time-horizon is uncertain
- Atemporal dynamic consistency and expected utility theory
- Temporal von Neumann-Morgenstern and induced preferences
- Dynamic choice and nonexpected utility
- Background risk in generalized expected utility theory
- Multi-attribute non-expected utility
- Life distributions. Structure of nonparametric, semiparametric, and parametric families.
- An axiomatic account of status quo-dependent non-expected utility: pragmatic constraints on rational choice under risk
- Measurement theory and the foundations of utilitarianism
- Dynamic choice under ambiguity
- The Framing of Decisions and the Psychology of Choice
- Multiplicative Background Risk
- Two-Stage Lotteries without the Reduction Axiom
- Lottery Dependent Utility
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Prospect Theory: An Analysis of Decision under Risk
- Preserving preference rankings under non-financial background risk
