Skewed noise
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Publication:2397639
DOI10.1016/J.JET.2017.02.005zbMATH Open1400.91175OpenAlexW4250576363MaRDI QIDQ2397639FDOQ2397639
Authors: David Dillenberger, Uzi Segal 
Publication date: 23 May 2017
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://wrap.warwick.ac.uk/91952/1/WRAP-skewed-noise-Segal-2017.pdf
Recommendations
- Skewness seeking: risk loving, optimism or overweighting of small probabilities?
- Increases in skewness and three-moment preferences
- Uncertainty aversion with second-order utilities and probabilities
- Aversion to risk of regret and preference for positively skewed risks
- The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
Cites Work
- "Expected Utility" Analysis without the Independence Axiom
- Risk, ambiguity and the Savage axioms
- A Smooth Model of Decision Making under Ambiguity
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Prospect Theory: An Analysis of Decision under Risk
- Ellsberg Revisited: An Experimental Study
- The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
- Hopes and fears: The conflicting effects of risk ambiguity
- Two-Stage Lotteries without the Reduction Axiom
- Failures of the reduction principle in an Ellsberg-type problem
- Asset Demand Without the Independence Axiom
- Tests of the betweenness property of expected utility
- Cautious Expected Utility and the Certainty Effect
- Stochastic choice and consistency in decision making under risk: An experimental study
- Preferences for one-shot resolution of uncertainty and Allais-type behavior
Cited In (3)
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