Recommendations
- Disappointment and Dynamic Consistency in Choice under Uncertainty
- A second-generation disappointment aversion theory of decision making under risk
- Disappointment in Decision Making Under Uncertainty
- Disappointment without prior expectation: a unifying perspective on decision under risk
- Expected utility with threshold disappointment sensitivity
Cited in
(only showing first 100 items - show all)- A theory of subjective compound lotteries
- Risk aversion in the small and in the large: Calibration results for betweenness functionals
- Rank- and sign-dependent linear utility models for binary gambles
- Different frames for the independence axiom: An experimental investigation in individual decision making under risk
- Differentiability, comparative statics, and non-expected utility preference
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Constant risk aversion
- The Nash bargaining solution for decision weight utility functions
- Violations of the betweenness axiom and nonlinearity in probability
- Discriminating between preference functionals: A preliminary Monte Carlo study
- Observing different orders of risk aversion
- Growth trends, cyclical fluctuations, and welfare with non-expected utility preferences
- Subjective probability under additive aggregation of conditional preferences
- Ellsberg's two-color experiment, portfolio inertia and ambiguity.
- A derivation of expected utilty maximization in the context of a game
- The possibility of speculative trade between dynamically consistent agents.
- Decomposable choice under uncertainty
- Violations of betweenness and choice shifts in groups
- Risk-adjusted option-implied moments
- Intertemporal incentives under loss aversion
- Satisfied two-sided matching: a method considering elation and disappointment of agents
- Price discrimination with loss averse consumers
- Labor market search effort with reference-dependent preferences
- Regret theory: a new foundation
- Comment on Cenci et al. (2015): ``Half-full or half-empty? A model of decision making under risk
- The newsvendor problem with reference dependence, disappointment aversion and elation seeking
- Risk analysis and decision theory: a bridge
- Focus theory of choice and its application to resolving the St. Petersburg, Allais, and Ellsberg paradoxes and other anomalies
- Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity
- Foresight, risk attitude, and utility maximization in naturalistic sequential high-stakes decision making
- Goal bracketing and self-control
- Coherent odds and subjective probability
- How complicated are betweenness preferences?
- The comonotonic sure-thing principle
- Towards a more precise decision framework. A separation of the negative utility of chance from diminishing marginal utility and the preference for safety
- Violations of betweenness or random errors?
- The Becker-deGroot-Marschak mechanism is not necessarily incentive compatible, even for non-random goods
- Existence and uniqueness of ordinal Nash outcomes
- Expectation-based loss aversion and strategic interaction
- Attention-driven probability weighting
- Complementarity between online and offline channels for quality signaling
- Bayes and Hurwicz without Bernoulli
- A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness
- All probabilities are equal, but some probabilities are more equal than others
- Lack of prevalence of the endowment effect: an equilibrium analysis
- Expected return -- expected loss approach to optimal portfolio investment
- Expected utility with threshold disappointment sensitivity
- Reference points and learning
- Portfolio concentration, portfolio inertia, and ambiguous correlation
- An axiomatization of the Goldstein-Einhorn weighting functions
- Indistinguishability of small probabilities, subproportionality, and the common ratio effect
- The two faces of independence: betweenness and homotheticity
- Preferences for the resolution of uncertainty and the timing of information
- Monetary policy rules in a non-rational world: a macroeconomic experiment
- Weighted utility theory with incomplete preferences
- A simple non-parametric method for eliciting prospect theory's value function and measuring loss aversion under risk and ambiguity
- Asymmetric gain-loss reference dependence and attitudes toward uncertainty
- On the robustness of indeterminacy in subjective probability
- Dynamic consumption and portfolio choice under prospect theory
- Team production and esteem: a dual selves model with belief-dependent preferences
- A revealed reference point for prospect theory
- Delayed probabilistic risk attitude: a parametric approach
- Introducing disappointment dynamics and comparing behaviors in evolutionary games: some simulation results
- The fundamental theorem of mutual insurance
- First-order risk aversion and non-differentiability
- Appeals immune bargaining solution with variable alternative sets
- Dominated choices in a simple game with large stakes
- Loss aversion and competition in Vickrey auctions: money ain't no good
- Compound invariance implies prospect theory for simple prospects
- Which decision theory?
- Imperfect memory and choice under risk
- Negative certainty independence without betweenness
- Risk attributes theory: Decision making under risk
- Correcting expected utility for comparisons between alternative outcomes: A unified parameterization of regret and disappointment
- Great expectations. I: On the customizability of generalized expected utility
- Prospect theory and liquidation decisions
- Expectations, disappointment, and rank-dependent probability weighting
- Comparing risks with reference points: a stochastic dominance approach
- The impact of health-related emotions on belief formation and behavior
- Gain/loss asymmetric stochastic differential utility
- The impact of quantity commitment with disappointment-averse and elation-seeking consumers
- Multiple-switching behavior in choice-list elicitation of risk preference
- Loss aversion in strategy-proof school-choice mechanisms
- Consumer loss aversion and scale-dependent psychological switching costs
- Expected utility theory and inner and outer measures of loss aversion
- Optimal insurance under maxmin expected utility
- On the difference between social and private goods
- Allais's paradox
- THE EQUITY PREMIUM PUZZLE AND EMOTIONAL ASSET PRICING
- Disappointment in Decision Making Under Uncertainty
- Disappointment and Dynamic Consistency in Choice under Uncertainty
- Regret theory and measurable utility
- Nonparametric comparative revealed risk aversion
- A nonsmooth approach to nonexpected utility theory under risk
- Credibilistic risk aversion
- Disappointment aversion premium principle
- Estimating ambiguity aversion in a portfolio choice experiment
- Loss aversion and consumption plans with stochastic reference points
- All over the map: A worldwide comparison of risk preferences
- What is the impact of wealth shocks on asset allocation?
This page was built for publication: A Theory of Disappointment Aversion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3974546)
