Preferences for one-shot resolution of uncertainty and Allais-type behavior
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Publication:3069950
DOI10.3982/ECTA8219zbMATH Open1204.91044OpenAlexW2159139024MaRDI QIDQ3069950FDOQ3069950
Authors: David Dillenberger 
Publication date: 2 February 2011
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta8219
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Allais paradoxresolution of uncertaintynegative certainty independencerecursive preferences over compound lotteries
Cited In (20)
- Negative certainty independence without betweenness
- Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity
- Preferences for the resolution of uncertainty and the timing of information
- Recursive ambiguity and Machina's examples
- Skewed noise
- Asymmetric gain-loss reference dependence and attitudes toward uncertainty
- Testing negative value of information and ambiguity aversion
- Risk taking with background risk under recursive rank-dependent utility
- On the representation of incomplete preferences under uncertainty with indecisiveness in tastes and beliefs
- Multiple tastes and beliefs with an infinite prize space
- Calibration without reduction for non-expected utility
- Goal bracketing and self-control
- Dynamic information preference and communication with diminishing sensitivity over news
- Ambiguity under growing awareness
- The aversion to the sequential resolution of uncertainty
- Eliciting risk preferences using choice lists
- Randomised rules for stopping problems
- Utility from anticipation and personal equilibrium
- All probabilities are equal, but some probabilities are more equal than others
- Uncertainty and compound lotteries: calibration
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