Pages that link to "Item:Q1087452"

The following pages link to An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom (Q1087452):

Displaying 50 items.

• Risk measures with the CxLS property (Q287670) (← links)
• Transitive regret over statistically independent lotteries (Q403736) (← links)
• An inequality measure for stochastic allocations (Q435915) (← links)
• Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour (Q582184) (← links)
• Equilibrium without independence (Q582216) (← links)
• Bilinear utility and a threshold structure for nontransitive proferences (Q584046) (← links)
• Consistent probability attitudes (Q612003) (← links)
• Axioms for minimax regret choice correspondences (Q654507) (← links)
• The ordinal egalitarian bargaining solution for finite choice sets (Q656807) (← links)
• Risk attitudes in axiomatic decision theory: a conceptual perspective (Q683522) (← links)
• Betweenness satisfying preferences and dynamic choice (Q808963) (← links)
• The Becker-DeGroot-Marschak mechanism and nonexpected utility: A testable approach (Q811313) (← links)
• Anchored preference relations (Q854945) (← links)
• History-dependent risk attitude (Q894032) (← links)
• Calibration without reduction for non-expected utility (Q896935) (← links)
• New conditions for the existence of Radner equilibrium with infinitely many states (Q898663) (← links)
• Axiomatic rank-dependent means (Q919963) (← links)
• Axiomatic utility theories with the betweenness property (Q919973) (← links)
• An overview of lexicographic choice under uncertainty (Q919974) (← links)
• Ascending bid auctions with behaviorally consistent bidders (Q919976) (← links)
• Preferences over location-scale family (Q943343) (← links)
• Stochastic utility theorem (Q952679) (← links)
• Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696) (← links)
• Stochastic expected utility theory (Q995662) (← links)
• Conditional implicit mean and the law of iterated integrals (Q999729) (← links)
• The ignorant observer (Q1024766) (← links)
• Risk aversion in the small and in the large: Calibration results for betweenness functionals (Q1025623) (← links)
• On the representation of incomplete preferences over risky alternatives (Q1025639) (← links)
• Subjective states: a more robust model (Q1036571) (← links)
• Recent developments in modelling preferences under risk (Q1091915) (← links)
• A correspondence theorem between expected utility and smooth utility (Q1107403) (← links)
• A combination of expected utility and maxmin decision criteria (Q1111438) (← links)
• Existence and dynamic consistency of Nash equilibrium with non-expected utility preferences (Q1181664) (← links)
• Different frames for the independence axiom: An experimental investigation in individual decision making under risk (Q1187971) (← links)
• Many good choice axioms: When can many-good lotteries be treated as money lotteries? (Q1190246) (← links)
• Utility theory with probability-dependent outcome valuation (Q1196662) (← links)
• Delayed agreements and nonexpected utility (Q1198175) (← links)
• The Becker-Degroot-Marschak mechanism and generalized utility theories: Theoretical predictions and empirical observations (Q1260930) (← links)
• Constant risk aversion (Q1272651) (← links)
• Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility (Q1274844) (← links)
• Violations of the betweenness axiom and nonlinearity in probability (Q1322512) (← links)
• On a statistical approach to choice under uncertainty (Q1332572) (← links)
• Market equilibrium with heterogeneous recursive-utility-maximizing agents (Q1338983) (← links)
• The projective independence axiom (Q1341482) (← links)
• A challenge to the compound lottery axiom: A two-stage normative structure and comparison to other theories (Q1342393) (← links)
• Preferences and metric structures of spaces of alternatives (Q1364445) (← links)
• Subjective probability under additive aggregation of conditional preferences (Q1371131) (← links)
• Ellsberg's two-color experiment, portfolio inertia and ambiguity. (Q1398442) (← links)
• Decomposable choice under uncertainty (Q1581187) (← links)
• An existence theorem of intertemporal recursive utility in the presence of Lévy jumps (Q1592523) (← links)