Axiomatic utility theories with the betweenness property

From MaRDI portal
Publication:919973


DOI10.1007/BF02283525zbMath0707.90024MaRDI QIDQ919973

Soo Hong Chew

Publication date: 1989

Published in: Annals of Operations Research (Search for Journal in Brave)


91B16: Utility theory

91B26: Auctions, bargaining, bidding and selling, and other market models


Related Items

The reflection effect for constant risk averse agents, Different notions of disappointment aversion, On the statistical foundations of nonlinear utility theory: the case of status quo-dependent preferences., Anchored preference relations, Axiomatic rank-dependent means, Strategic games with security and potential level players, Conditional implicit mean and the law of iterated integrals, The ignorant observer, Risk aversion in the small and in the large: Calibration results for betweenness functionals, Existence and dynamic consistency of Nash equilibrium with non-expected utility preferences, Additive representations on rank-ordered sets. I: The algebraic approach, Differentiability, comparative statics, and non-expected utility preference, Many good choice axioms: When can many-good lotteries be treated as money lotteries?, Utility theory with probability-dependent outcome valuation, Additive representations on rank-ordered sets. II: The topological approach, Constant risk aversion, Violations of the betweenness axiom and nonlinearity in probability, On a statistical approach to choice under uncertainty, Market equilibrium with heterogeneous recursive-utility-maximizing agents, The projective independence axiom, Preferences and metric structures of spaces of alternatives, Ellsberg's two-color experiment, portfolio inertia and ambiguity., Decomposable choice under uncertainty, An existence theorem of intertemporal recursive utility in the presence of Lévy jumps, Comparative statics derivatives with nonlinear preferences, The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis, A unifying approach to axiomatic non-expected utility theories, Coherent odds and subjective probability, The axiomatic basis of risk-value models, How complicated are betweenness preferences?, The comonotonic sure-thing principle, Utility theory with probability dependent outcome valuation: Extensions and applications, Comparative statics tests between decision models under risk, An axiomatic account of status quo-dependent non-expected utility: pragmatic constraints on rational choice under risk, Nash's bargaining solution when the disagreement point is random, Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps, Decisions under risk and uncertainty: A survey of recent developments



Cites Work