Pages that link to "Item:Q1322511"
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The following pages link to Regret theory with general choice sets (Q1322511):
Displaying 20 items.
- Subprime risk and insurance with regret (Q624450) (← links)
- Regret, portfolio choice, and guarantees in defined contribution schemes (Q849592) (← links)
- A model of regret, investor behavior, and market turbulence (Q893402) (← links)
- Optimal allocation between bank loans and treasuries with regret (Q941051) (← links)
- A choice-rule formulation of intransitive utility theory (Q1128930) (← links)
- Regret theory: a new foundation (Q1676457) (← links)
- A new methodology for hesitant fuzzy emergency decision making with unknown weight information (Q1723039) (← links)
- A comparison of regret theory and salience theory for decisions under risk (Q2025022) (← links)
- The Achilles' heel of salience theory and a way to fix it (Q2208645) (← links)
- Aversion to risk of regret and preference for positively skewed risks (Q2218535) (← links)
- Dynamic consumption and portfolio choice under prospect theory (Q2306106) (← links)
- Exchange rate risk and the impact of regret on trade (Q2416107) (← links)
- Correcting expected utility for comparisons between alternative outcomes: A unified parameterization of regret and disappointment (Q2481253) (← links)
- Regret-based optimal insurance design (Q2670106) (← links)
- Multi-attribute decision-making method with triangular fuzzy numbers based on regret theory and the catastrophe progression method (Q2694045) (← links)
- Optimal Bank Interest Margin Under Capital Regulation: Regret Aversion and Shadow Banking (Q5143363) (← links)
- The impact of consumer's regret on firms' decisions in a durable good market (Q6100988) (← links)
- A regret theory-based three-way decision approach with three strategies (Q6118657) (← links)
- Three-way decision for probabilistic linguistic conflict analysis via compounded risk preference (Q6126673) (← links)
- Subjective expected utility with signed threshold (Q6167803) (← links)