A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
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(only showing first 100 items - show all)- Constant risk aversion
- Comparative statics tests between decision models under risk
- Observing different orders of risk aversion
- Utility theory with probability-dependent outcome valuation
- Sure things - dominance and independence rules for choice under uncertainty
- Transitivity in the small and in the large for states-additive SSB utilities
- ∀ or ∃?
- Ranking intersecting Lorenz curves
- Comparative statics for rank-dependent expected utility theory
- Security level, potential level, expected utility: a three-criteria decision model under risk
- Weighted and quadratic models of choice under uncertainty
- Research in decision theory: A personal perspective
- Weighted utility theory with incomplete preferences
- Risk attitudes for nonlinear measurable utility
- Probabilistic social preference: how Machina's Mom randomizes her choice
- On the consensus effect
- Fairness and utilitarianism without independence
- Choice theory when agents can randomize
- Behaviorally consistent optimal stopping rules
- Kompensation bei Entscheidungskriterien
- PELVE: probability equivalent level of VaR and ES
- Universal Pareto dominance and welfare for plausible utility functions
- Fundamental Principles of Modeling in Macroeconomics
- Intertemporal hedging and trade in repeated games with recursive utility
- Transitivity is equivalent to independence for states-additive SSB utilities
- On the axiomatic treatment of the ϕ-mean
- An axiomatic account of status quo-dependent non-expected utility: pragmatic constraints on rational choice under risk
- Small worlds: Modeling attitudes toward sources of uncertainty
- The projective independence axiom
- Commutativity of integral quasiarithmetic means on measure spaces
- An intransitive expectations-based Bayesian variant of prospect theory
- Which decision theory?
- Towards a constructive approach to act-conditional subjective expected utility models
- Risk aversion in the small and in the large: Calibration results for betweenness functionals
- Generalized probabilistic independence and its implications for utility
- Transitive regret over statistically independent lotteries
- A second-generation disappointment aversion theory of decision making under risk
- How complicated are betweenness preferences?
- Temporal risk and the nature of induced preferences
- Market equilibrium with heterogeneous recursive-utility-maximizing agents
- A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness
- Axioms for minimax regret choice correspondences
- Decomposable choice under uncertainty
- Equivalent decision trees and their associated strategy sets
- On the difference between social and private goods
- Bargaining and boldness
- On the robustness of indeterminacy in subjective probability
- A theory of coarse utility
- The Becker-Degroot-Marschak mechanism and generalized utility theories: Theoretical predictions and empirical observations
- Increasing uncertainty: a definition
- From perception to action: an economic model of brain processes
- Perception of probabilities in situations of risk: a case based approach
- The development gap in economic rationality of future elites
- A theory of quantifiable beliefs
- Violations of betweenness and choice shifts in groups
- Ambiguity aversion and ambiguity content in decision making under uncertainty
- Ascending bid auctions with behaviorally consistent bidders
- Aggregation theory for SSB utility functionals
- The comonotonic sure-thing principle
- `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk
- Overbidding and overspreading in rent-seeking experiments: cost structure and prize allocation rules
- A recourse certainty equivalent for decisions under uncertainty
- Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility
- On recursive utilities with non-affine aggregator and conditional certainty equivalent
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Equilibrium without independence
- Expected utility, independence, and continuity
- Time and risk
- SSB utility theory: An economic perspective
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Subjectively weighted linear utility
- Bilinear utility and a threshold structure for nontransitive proferences
- Conditional implicit mean and the law of iterated integrals
- Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour
- The value of information and the value of awareness
- Differentiability, comparative statics, and non-expected utility preference
- Large compound lotteries
- Star-shaped probability weighting functions and overbidding in first-price auctions
- On the commutation of generalized means on probability spaces
- Different frames for the independence axiom: An experimental investigation in individual decision making under risk
- Decisions under risk and uncertainty: A survey of recent developments
- Efficient sets with and without the expected utility hypothesis
- Non-transitive measurable utility for decision under uncertainty
- Axiomatic utility theories with the betweenness property
- Discriminating between preference functionals: A preliminary Monte Carlo study
- Ranked additive utility representations of gambles: Old and new axiomatizations
- First order versus second order risk aversion
- The ignorant observer
- Violations of the betweenness axiom and nonlinearity in probability
- A variational model of preference under uncertainty
- On the measurement of inequality under uncertainty
- Signed orders in linear and nonlinear utility theory
- An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
- Random binary choices that satisfy stochastic betweenness
- Preferences over location-scale family
- A unifying approach to axiomatic non-expected utility theories
- Comparative statics and non-expected utility preferences
- Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR
- Consistent probability attitudes
- Violations of betweenness or random errors?
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