Mixture Symmetry and Quadratic Utility
From MaRDI portal
Publication:3971627
DOI10.2307/2938244zbMath0744.90018OpenAlexW2012457319MaRDI QIDQ3971627
Soo Hong Chew, Uzi Segal, Larry G. Epstein
Publication date: 25 June 1992
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2938244
Related Items (41)
The projective independence axiom ⋮ Fechner's strong utility model for choice among \(n > 2\) alternatives: risky lotteries, savage acts, and intertemporal payoffs ⋮ How complicated are betweenness preferences? ⋮ Weighted and quadratic models of choice under uncertainty ⋮ The comonotonic sure-thing principle ⋮ Subjective mean-variance preferences without expected utility ⋮ Probabilistic choice as a consequence of nonlinear (sub) optimization ⋮ Modeling uncertainty in multi-criteria decision analysis ⋮ Design of Incentive Programs for Optimal Medication Adherence in the Presence of Observable Consumption ⋮ Consistent probability attitudes ⋮ Multiple-switching behavior in choice-list elicitation of risk preference ⋮ ∀ or ∃? ⋮ The two faces of independence: betweenness and homotheticity ⋮ Transitive regret over statistically independent lotteries ⋮ Revealing a preference for mixtures: An experimental study of risk ⋮ Probabilistic social preference: how Machina's Mom randomizes her choice ⋮ Probabilistic choice and stochastic dominance ⋮ An inequality measure for stochastic allocations ⋮ Compound invariance implies prospect theory for simple prospects ⋮ Mean-field BSDEs with jumps and dual representation for global risk measures ⋮ On mechanisms eliciting ordinal preferences ⋮ Which decision theory? ⋮ Stochastic choice with deterministic preferences: ⋮ Differentiability, comparative statics, and non-expected utility preference ⋮ Stochastic utility theorem ⋮ A second-generation disappointment aversion theory of decision making under risk ⋮ Constructing a monotonic quadratic objective function in \(n\) variables from a few two-dimensional indifferences. ⋮ Decision making under uncertainty and the evolution of interdependent preferences ⋮ A comparison of regret theory and salience theory for decisions under risk ⋮ Are CEOs expected utility maximizers? ⋮ The Becker-Degroot-Marschak mechanism and generalized utility theories: Theoretical predictions and empirical observations ⋮ Constant risk aversion ⋮ Risk aversion in the small and in the large: Calibration results for betweenness functionals ⋮ On the representation of incomplete preferences over risky alternatives ⋮ Intrinsic preference for information ⋮ On the consensus effect ⋮ A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness ⋮ Constructing a quasi-concave quadratic objective function from interviewing a decision maker ⋮ Investigating risky choices over losses using experimental data ⋮ Why we should not be silent about noise ⋮ Violations of the betweenness axiom and nonlinearity in probability
This page was built for publication: Mixture Symmetry and Quadratic Utility