Mixture Symmetry and Quadratic Utility
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Publication:3971627
DOI10.2307/2938244zbMATH Open0744.90018OpenAlexW2012457319MaRDI QIDQ3971627FDOQ3971627
Authors: Soo Hong Chew, Larry G. Epstein, Uzi Segal 
Publication date: 25 June 1992
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2938244
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- Risk aversion in the small and in the large: Calibration results for betweenness functionals
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- How complicated are betweenness preferences?
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- The Becker-Degroot-Marschak mechanism and generalized utility theories: Theoretical predictions and empirical observations
- Complementary symmetry in cumulative prospect theory with random reference
- On the representation of incomplete preferences over risky alternatives
- Investigating risky choices over losses using experimental data
- The comonotonic sure-thing principle
- Mixture of consistent stochastic utilities and \textit{a priori} randomness
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- An inequality measure for stochastic allocations
- Large compound lotteries
- Fechner's strong utility model for choice among \(n > 2\) alternatives: risky lotteries, savage acts, and intertemporal payoffs
- Differentiability, comparative statics, and non-expected utility preference
- Constructing a monotonic quadratic objective function in \(n\) variables from a few two-dimensional indifferences.
- Probabilistic choice as a consequence of nonlinear (sub) optimization
- Violations of the betweenness axiom and nonlinearity in probability
- Are CEOs expected utility maximizers?
- Why we should not be silent about noise
- Design of incentive programs for optimal medication adherence in the presence of observable consumption
- Consistent probability attitudes
- Combining savage and Laplace: a new approach to ambiguity
- Probabilistic choice and stochastic dominance
- Decision making under uncertainty and the evolution of interdependent preferences
- How quasi rational are you? II. Chern curvature measures local failure of the expected utility maximization axioms
- On expected utility theorems on mixture sets
- A comparison of regret theory and salience theory for decisions under risk
- Constructing a quasi-concave quadratic objective function from interviewing a decision maker
- Stochastic choice with deterministic preferences:
- Revealing a preference for mixtures: An experimental study of risk
- Maximization of an asymmetric utility function by the least squares
- Stochastic utility theorem
- The two faces of independence: betweenness and homotheticity
- Modeling uncertainty in multi-criteria decision analysis
- Multiple-switching behavior in choice-list elicitation of risk preference
- ∀ or ∃?
- Constant risk aversion
- Weighted and quadratic models of choice under uncertainty
- Compound invariance implies prospect theory for simple prospects
- Probabilistic social preference: how Machina's Mom randomizes her choice
- On the consensus effect
- Intrinsic preference for information
- On mechanisms eliciting ordinal preferences
- Mean-field BSDEs with jumps and dual representation for global risk measures
- Subjective mean-variance preferences without expected utility
- Mixture independence foundations for expected utility
- The projective independence axiom
- Which decision theory?
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