Calibration without reduction for non-expected utility
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Publication:896935
DOI10.1016/J.JET.2015.03.007zbMATH Open1330.91058OpenAlexW2139981419MaRDI QIDQ896935FDOQ896935
Publication date: 15 December 2015
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2015.03.007
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Cites Work
- "Expected Utility" Analysis without the Independence Axiom
- The Dual Theory of Choice under Risk
- Prospect Theory: An Analysis of Decision under Risk
- Ellsberg Revisited: An Experimental Study
- A Theory of Disappointment Aversion
- Violations of the betweenness axiom and nonlinearity in probability
- An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
- Axiomatic utility theories with the betweenness property
- First order versus second order risk aversion
- Constant risk aversion
- Risk aversion in the small and in the large: Calibration results for betweenness functionals
- Calibration Results for Non-Expected Utility Theories
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Two-Stage Lotteries without the Reduction Axiom
- On the economic meaning of Machina's Fréchet differentiability assumption
- Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior
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