Disappointment and Dynamic Consistency in Choice under Uncertainty
From MaRDI portal
Publication:3712072
DOI10.2307/2297651zbMath0585.90006MaRDI QIDQ3712072
Publication date: 1986
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2297651
expectation; individual choice; disappointment theory; disappointment-elation function; rational and dynamically consistent behaviour
Related Items
Asset pricing with a forward--backward stochastic differential utility, An empirical investigation of the assumptions of risk-value models, Applying the benchmarking procedure: A decision criterion of choice under risk, The recursive approach to time inconsistency, Disappointment without prior expectation: a unifying perspective on decision under risk, Recent developments in modelling preferences under risk, Recent developments in modeling preferences: Uncertainty and ambiguity, The Becker-Degroot-Marschak mechanism and generalized utility theories: Theoretical predictions and empirical observations, Applying decision-making approaches to health risk-taking behaviors: Progress and remaining challenges, Regret theory with general choice sets, Subjective probability under additive aggregation of conditional preferences, An index of loss aversion, Reversals of preference between compound and simple risks: The role of editing heuristics, Correcting expected utility for comparisons between alternative outcomes: A unified parameterization of regret and disappointment, Expectations, disappointment, and rank-dependent probability weighting
