Alternative Approaches to the Theory of Choice in Risk-Taking Situations
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Publication:5807261
DOI10.2307/1907465zbMATH Open0044.15304OpenAlexW2316887684WikidataQ56083954 ScholiaQ56083954MaRDI QIDQ5807261FDOQ5807261
Authors: Kenneth J. Arrow
Publication date: 1951
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1907465
Cited In (44)
- When Risk Perception Gets in the Way: Probability Weighting and Underprevention
- In search of good probability assessors: an experimental comparison of elicitation rules for confidence judgments
- Statistical decisions under ambiguity
- Peter J. Hammond
- Investment rankings via an objective measure of riskiness: a case study
- A note on portfolio selection with restrictions on leverage
- SHACKLE AND MODERN DECISION THEORY
- Ambiguous partially observable Markov decision processes: structural results and applications
- Associative joint receipts
- Robust perfect equilibrium in large games
- Risk averse decision making under catastrophic risk
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets
- Separating marginal utility and probabilistic risk aversion
- Delphic hierarchy process (DHP): A methodology for priority setting derived from the Delphi method and analytical hierarchy process
- Probabilistic expectation and rationality in classical probability theory
- An index of loss aversion
- Subjective expected utility: A review of normative theories
- Axiomatizing the Bayesian paradigm in parallel small worlds
- Lotteries and menus: A comment on unbounded utilities
- Errors in rational expectations matter
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
- A new real options entry model with HARA utility class
- A financial CCAPM and economic inequalities
- Decision making under uncertainty: Starr's domain criterion
- Wald's mighty maximin: a tutorial
- Separating curvature and elevation: a parametric probability weighting function
- A Bayesian approach to a sequential three‐decision problem: Voting and the uses of information in electoral choice*
- John von Neumann’s work in the theory of games and mathematical economics
- A diagnostic model for improving the efficiency of an existing portfolio
- How to make ambiguous strategies
- Robust portfolio decision analysis: an application to the energy research and development portfolio problem
- A special issue on the mathematics of subjective probability
- Stochastic differential game for management of non-renewable fishery resource under model ambiguity
- Fundamental utilitarianism and intergenerational equity with extinction discounting
- Prospect theory for continuous distributions: a preference foundation
- The median-based resolution of the St. Petersburg paradox
- Three Shortcomings of Goal Programming and their Solutions
- Lexicographic expected utility with a subjective state space
- Expressivity results for deontic logics of collective agency
- A NOTE ON METROECONOMICA: SHACKLE'S CONTRIBUTION
- The utility of gambling
- Existence of solutions in non-convex dynamic programming and optimal investment
- What are axiomatizations good for?
- A concept of equilibrium for a game under uncertainty
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