A second-generation disappointment aversion theory of decision making under risk
From MaRDI portal
Publication:683520
DOI10.1007/S11238-017-9629-5zbMATH Open1395.91101OpenAlexW2756177183MaRDI QIDQ683520FDOQ683520
Authors: Pavlo R. Blavatskyy
Publication date: 8 February 2018
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-017-9629-5
Recommendations
Cites Work
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Title not available (Why is that?)
- Theory of games and economic behavior.
- The Dual Theory of Choice under Risk
- Investigating Generalizations of Expected Utility Theory Using Experimental Data
- Advances in prospect theory: cumulative representation of uncertainty
- Prospect Theory: An Analysis of Decision under Risk
- A microeconometric test of alternative stochastic theories of risky choice
- The framing of decisions and the psychology of choice
- A Theory of Disappointment Aversion
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Violations of the betweenness axiom and nonlinearity in probability
- The Predictive Utility of Generalized Expected Utility Theories
- Mean-risk analysis with enhanced behavioral content
- Disappointment in Decision Making Under Uncertainty
- Disappointment and Dynamic Consistency in Choice under Uncertainty
- Disappointment without prior expectation: a unifying perspective on decision under risk
- A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
- Similarity and decision-making under risk (Is there a utility theory resolution to the Allais paradox?)
- The utility of gambling
- "Preference Reversal" and the Observability of Preferences by Experimental Methods
- Stronger utility
- Skewness seeking: risk loving, optimism or overweighting of small probabilities?
- Which decision theory?
- Modifying the mean-variance approach to avoid violations of stochastic dominance
- Probability weighting and L-moments
- The reverse Allais paradox
- Mixture Symmetry and Quadratic Utility
- Three new tests of independence that differentiate models of risky decision making
- Does repetition improve consistency?
- Testing descriptive utility theories: Violations of stochastic dominance and cumulative independence
- Testing New Theories of Choice under Uncertainty using the Common Consequence Effect
- Intransitive cycles: Rational choice or random error? An answer based on estimation of error rates with experimental data
- Testing for prudence and skewness seeking
- Cautious Expected Utility and the Certainty Effect
- Title not available (Why is that?)
- Generalized disappointment models
Cited In (11)
- Title not available (Why is that?)
- Disappointment and Dynamic Consistency in Choice under Uncertainty
- Generalized disappointment models
- An explicit representation for disappointment aversion and other betweenness preferences
- Stochastic expected utility theory
- Expected utility versus the changes in knowledge ahead
- Mean-risk analysis with enhanced behavioral content
- Behavioral portfolio choice and disappointment aversion: an analytical solution with ``small risks
- Disappointment without prior expectation: a unifying perspective on decision under risk
- Rethinking risk attitude: Aspiration as pure risk
- Probabilistic risk attitudes and local risk aversion: a paradox
Uses Software
This page was built for publication: A second-generation disappointment aversion theory of decision making under risk
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q683520)