Consistent probability attitudes
From MaRDI portal
Publication:612003
DOI10.1007/s00199-009-0484-7zbMath1202.91060OpenAlexW1968223730WikidataQ58318709 ScholiaQ58318709MaRDI QIDQ612003
Publication date: 3 January 2011
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-009-0484-7
Related Items (9)
Source and rank-dependent utility ⋮ Mixture independence foundations for expected utility ⋮ Separating curvature and elevation: a parametric probability weighting function ⋮ Interval scalability of rank-dependent utility ⋮ Compound invariance implies prospect theory for simple prospects ⋮ Common consequence effects in pricing and choice ⋮ Preference for safety under the Choquet model: in search of a characterization ⋮ Accounting for optimism and pessimism in expected utility ⋮ A revealed reference point for prospect theory
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Utility in case-based decision theory
- Parametric weighting functions
- An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Expected utility with purely subjective non-additive probabilities
- Advances in prospect theory: cumulative representation of uncertainty
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Additive representations on rank-ordered sets. II: The topological approach
- Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences
- Separating marginal utility and probabilistic risk aversion
- From local to global additive representation
- Risk seeking with diminishing marginal utility in a non-expected utility model
- Background risk in generalized expected utility theory
- A simple tool for qualitatively testing, quantitatively measuring, and normatively justifying Savage's subjective expected utility
- Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
- Saving under rank-dependent utility
- Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces
- The comonotonic sure-thing principle
- More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
- Strength of preference and cardinal utility
- Parameter-Free Elicitation of Utility and Probability Weighting Functions
- Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty
- A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
- Subjective Probability and Expected Utility without Additivity
- "Expected Utility" Analysis without the Independence Axiom
- Mixture Symmetry and Quadratic Utility
- The Predictive Utility of Generalized Expected Utility Theories
- Curvature of the Probability Weighting Function
- Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle
- A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem
- Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique
- A Definition of Subjective Probability
- An Axiomatic Approach to Measurable Utility
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
This page was built for publication: Consistent probability attitudes
