Transitive regret over statistically independent lotteries
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Publication:403736
DOI10.1016/J.JET.2014.05.001zbMATH Open1297.91048OpenAlexW2167155375MaRDI QIDQ403736FDOQ403736
Authors: Sushil Bikhchandani, Uzi Segal
Publication date: 29 August 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://escholarship.org/uc/item/9338t88h
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Cites Work
- "Expected Utility" Analysis without the Independence Axiom
- Title not available (Why is that?)
- Regret in Decision Making under Uncertainty
- An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
- Axiomatic utility theories with the betweenness property
- Transitive measurable utility
- A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
- Constant risk aversion
- Transitive regret
- Mixture Symmetry and Quadratic Utility
Cited In (7)
- Anticipating Regret: Why Fewer Options May Be Better
- Ranking blame
- Some implications of a more general form of regret theory
- A model of regret, investor behavior, and market turbulence
- Regret theory, Allais' paradox, and Savage's omelet
- Transitive regret
- Multiattribute regret: theory and experimental study
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