A Theory of Disappointment Aversion
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Publication:3974546
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Cited in
(only showing first 100 items - show all)- Intertemporal incentives under loss aversion
- Which decision theory?
- Towards a more precise decision framework. A separation of the negative utility of chance from diminishing marginal utility and the preference for safety
- Estimating ambiguity aversion in a portfolio choice experiment
- Risk aversion in the small and in the large: Calibration results for betweenness functionals
- Managing anticipation and reference-dependent choice
- A second-generation disappointment aversion theory of decision making under risk
- Risk attitudes in axiomatic decision theory: a conceptual perspective
- Disappointment in Decision Making Under Uncertainty
- Dynamic consumption and portfolio choice under prospect theory
- Disappointment and Dynamic Consistency in Choice under Uncertainty
- Monetary policy rules in a non-rational world: a macroeconomic experiment
- Delayed probabilistic risk attitude: a parametric approach
- Portfolios of value and momentum: disappointment aversion and non-normalities
- How complicated are betweenness preferences?
- Existence and uniqueness of ordinal Nash outcomes
- Loss aversion and competition in Vickrey auctions: money ain't no good
- A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness
- Generalized disappointment models
- Nonparametric comparative revealed risk aversion
- Focus theory of choice and its application to resolving the St. Petersburg, Allais, and Ellsberg paradoxes and other anomalies
- Decomposable choice under uncertainty
- A nonsmooth approach to nonexpected utility theory under risk
- On the difference between social and private goods
- Indistinguishability of small probabilities, subproportionality, and the common ratio effect
- Bargaining and boldness
- On the robustness of indeterminacy in subjective probability
- Disappointment aversion premium principle
- Expected utility theory and inner and outer measures of loss aversion
- An explicit representation for disappointment aversion and other betweenness preferences
- Great expectations. II: Generalized expected utility as a universal decision rule
- Negative certainty independence without betweenness
- Foresight, risk attitude, and utility maximization in naturalistic sequential high-stakes decision making
- Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity
- Comparing risks with reference points: a stochastic dominance approach
- Optimal pricing strategy with disappointment‐aversion and elation‐seeking consumers: compared to price commitment
- A tractable method to measure utility and loss aversion under prospect theory
- Dominated choices in a simple game with large stakes
- Optimal stopping in a dynamic salience model
- Robust control with commitment: a modification to Hansen-Sargent
- The Becker-deGroot-Marschak mechanism is not necessarily incentive compatible, even for non-random goods
- The development gap in economic rationality of future elites
- An axiomatization of the Goldstein-Einhorn weighting functions
- Optimal insurance under maxmin expected utility
- The possibility of speculative trade between dynamically consistent agents.
- Violations of betweenness and choice shifts in groups
- Correcting expected utility for comparisons between alternative outcomes: A unified parameterization of regret and disappointment
- A theory of subjective compound lotteries
- The comonotonic sure-thing principle
- All over the map: A worldwide comparison of risk preferences
- Expectation-based loss aversion and strategic interaction
- Differentiating roles of the reference alternative
- Introducing disappointment dynamics and comparing behaviors in evolutionary games: some simulation results
- The Nash bargaining solution for decision weight utility functions
- Preferences for the resolution of uncertainty and the timing of information
- The ostrich effect: Selective attention to information
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Satisfied two-sided matching: a method considering elation and disappointment of agents
- On the economic meaning of Machina's Fréchet differentiability assumption
- Risk attributes theory: Decision making under risk
- Expected utility with threshold disappointment sensitivity
- A simple non-parametric method for eliciting prospect theory's value function and measuring loss aversion under risk and ambiguity
- Expected utility, independence, and continuity
- Expected return -- expected loss approach to optimal portfolio investment
- Recursive ambiguity and Machina's examples
- Strategic games with security and potential level players
- Risk analysis and decision theory: a bridge
- Anchored preference relations
- Differentiability, comparative statics, and non-expected utility preference
- Reference points and learning
- Large compound lotteries
- Asymmetric gain-loss reference dependence and attitudes toward uncertainty
- The impact of health-related emotions on belief formation and behavior
- Allais's paradox
- Subjective probability under additive aggregation of conditional preferences
- An experimental test of reduction invariance
- Different frames for the independence axiom: An experimental investigation in individual decision making under risk
- Loss aversion and consumption plans with stochastic reference points
- Discriminating between preference functionals: A preliminary Monte Carlo study
- Bayes and Hurwicz without Bernoulli
- Prospect theory and liquidation decisions
- Violations of the betweenness axiom and nonlinearity in probability
- Disappointment without prior expectation: a unifying perspective on decision under risk
- Imperfect memory and choice under risk
- Attention-driven probability weighting
- The ordinal Nash social welfare function
- Robust portfolios: contributions from operations research and finance
- The influence of fear in decisions: experimental evidence
- Violations of betweenness or random errors?
- Great expectations. I: On the customizability of generalized expected utility
- What is the impact of wealth shocks on asset allocation?
- History-dependent risk attitude
- THE EQUITY PREMIUM PUZZLE AND EMOTIONAL ASSET PRICING
- The fundamental theorem of mutual insurance
- Calibration without reduction for non-expected utility
- Gain/loss asymmetric stochastic differential utility
- Goal bracketing and self-control
- A contextual range-dependent model for choice under risk
- Skewness preferences: evidence from online poker
- Half-full or half-empty? A model of decision making under risk
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