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Stopping rules for utility functions and the St. Petersburg gamble · Study

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ArticleStopping rules for utility functions and the St. Petersburg gamble

Moshe Dror1999

Article1999

Stopping rules for utility functions and the St. Petersburg gamble

Moshe Dror · Bruce C. Hartman

1 citations·0/0 files stored·Applied Mathematics and Computation

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Decision-Making and Behavioral Economics Probability and Statistical Research Risk and Portfolio Optimization

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References

1971Optimum consumption and portfolio rules in a continuous-time model 1964Risk Aversion in the Small and in the Large 1976Risk Aversion in the Small and in the Large 1972Essays in the Theory of Risk-Bearing.1954Exposition of a New Theory on the Measurement of Risk 2022Microeconomic analysis 1989Nonlinear Preference and Utility Theory.1989Nonlinear Preference and Utility Theory.

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2004Alternatives to Expected Utility: Formal Theorieschapter · 6 shared references 1994Chapter 39 Utility and subjective probabilitychapter · 6 shared references 2018Reference-Dependent Preferenceschapter · 5 shared references 1990A behavioral foundation for fuzzy measuresarticle · 5 shared references 1991Chapter 33 Utility theory with uncertaintychapter · 5 shared references 1989Transforming Probabilities without Violating Stochastic Dominancechapter · 5 shared references

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Year1999

Typearticle

Published1999-02-01

VenueApplied Mathematics and Computation

ISSN-L0096-3003

Languageen

Citations1

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1016/s0096-3003(97)10169-2

openalex_workW2038010705

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