A Theory of Disappointment Aversion
From MaRDI portal
Publication:3974546
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)- Expected utility theory and inner and outer measures of loss aversion
- Recursive ambiguity and Machina's examples
- Convex ordering for insurance preferences
- The optimal insurance under disappointment theories
- Expected return -- expected loss approach to optimal portfolio investment
- The ostrich effect: Selective attention to information
- Estimating ambiguity aversion in a portfolio choice experiment
- Decomposable choice under uncertainty
- Dominated choices in a simple game with large stakes
- Value at risk and inventory control
- Constant risk aversion
- Generalized disappointment models
- Recent developments in modeling preferences: Uncertainty and ambiguity
- The influence of fear in decisions: experimental evidence
- Correcting expected utility for comparisons between alternative outcomes: A unified parameterization of regret and disappointment
- A derivation of expected utilty maximization in the context of a game
- Violations of betweenness or random errors?
- Violations of the betweenness axiom and nonlinearity in probability
- Probabilistic risk attitudes and local risk aversion: a paradox
- Credibilistic risk aversion
- Disappointment in Decision Making Under Uncertainty
- Nonparametric comparative revealed risk aversion
- All over the map: A worldwide comparison of risk preferences
- Anchored preference relations
- The possibility of speculative trade between dynamically consistent agents.
- Indistinguishability of small probabilities, subproportionality, and the common ratio effect
- Risk-adjusted option-implied moments
- Lack of prevalence of the endowment effect: an equilibrium analysis
- First-order risk aversion and non-differentiability
- A nonsmooth approach to nonexpected utility theory under risk
- Regret theory and measurable utility
- Disappointment and Dynamic Consistency in Choice under Uncertainty
- 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
- Subjective probability under additive aggregation of conditional preferences
- A second-generation disappointment aversion theory of decision making under risk
- Risk attitudes in axiomatic decision theory: a conceptual perspective
- Coherent odds and subjective probability
- On the economic meaning of Machina's Fréchet differentiability assumption
- Portfolio selection in multidimensional general and partial moment space
- Differentiability, comparative statics, and non-expected utility preference
- Rank- and sign-dependent linear utility models for binary gambles
- Great expectations. II: Generalized expected utility as a universal decision rule
- Great expectations. I: On the customizability of generalized expected utility
- How complicated are betweenness preferences?
- Asymmetric gain-loss reference dependence and attitudes toward uncertainty
- An experimental test of reduction invariance
- Observing different orders of risk aversion
- Loss aversion and competition in Vickrey auctions: money ain't no good
- Dynamic consumption and portfolio choice under prospect theory
- Price discrimination with loss averse consumers
- The Nash bargaining solution for decision weight utility functions
- Existence and uniqueness of ordinal Nash outcomes
- Robust control with commitment: a modification to Hansen-Sargent
- The Becker-deGroot-Marschak mechanism is not necessarily incentive compatible, even for non-random goods
- Regret theory: a new foundation
- Estimating individual and group preference functionals using experimental data
- Recall searching with and without recall
- Imperfect memory and choice under risk
- Bargaining and boldness
- Which decision theory?
- The so-called expected utility theory is inadequate
- Dynamic beliefs
- Comparing risks with reference points: a stochastic dominance approach
- Compound invariance implies prospect theory for simple prospects
- A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness
- Optimal insurance under maxmin expected utility
- The comonotonic sure-thing principle
- Utility independence of multiattribute utility theory is equivalent to standard sequence invariance of conjoint measurement
- Weighted utility theory with incomplete preferences
- Risk aversion in the small and in the large: Calibration results for betweenness functionals
- An axiomatization of the Goldstein-Einhorn weighting functions
- The ordinal Nash social welfare function
- Intertemporal incentives under loss aversion
- Portfolio concentration, portfolio inertia, and ambiguous correlation
- Robust portfolios: contributions from operations research and finance
- Disappointment without prior expectation: a unifying perspective on decision under risk
- A theory of subjective compound lotteries
- The impact of quantity commitment with disappointment-averse and elation-seeking consumers
- Expected utility, independence, and continuity
- The development gap in economic rationality of future elites
- On the difference between social and private goods
- Appeals immune bargaining solution with variable alternative sets
- Disappointment aversion premium principle
- Focus theory of choice and its application to resolving the St. Petersburg, Allais, and Ellsberg paradoxes and other anomalies
- Ellsberg's two-color experiment, portfolio inertia and ambiguity.
- Strategic games with security and potential level players
- The fundamental theorem of mutual insurance
- Managing anticipation and reference-dependent choice
- Delayed probabilistic risk attitude: a parametric approach
- The newsvendor problem with reference dependence, disappointment aversion and elation seeking
- Gain/loss asymmetric stochastic differential utility
- Risk analysis and decision theory: a bridge
- Satisfied two-sided matching: a method considering elation and disappointment of agents
- Long-term dynamic asset allocation under asymmetric risk preferences
- Attention-driven probability weighting
- Consumer loss aversion and scale-dependent psychological switching costs
- History-dependent risk attitude
- All probabilities are equal, but some probabilities are more equal than others
- Different notions of disappointment aversion
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)
