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A nonsmooth approach to nonexpected utility theory under risk
16 references·7 citing·34 second hop
A nonsmooth approach to nonexpected utility theory under risk (2011)A nonsmooth approach to nonexpected utili…Theory of games and economic behavior (2019)Theory of games and economic …Risk aversion and expected-utility theory: A calibration theorem (2013)Risk aversion and expected-ut…The Economics of Risk and Time (2001)The Economics of Risk and TimeRecursive Macroeconomic Theory (2000)Recursive Macroeconomic TheoryDecisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Decisions with Multiple Objec…A Theory of Disappointment Aversion (1991)A Theory of Disappointment Av…Precautionary Saving in the Small and in the Large (1990)Precautionary Saving in the S…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Dynamic Consistency and Non-expected Utility Models of Choice under Uncertainty (1989)Dynamic Consistency and Non-e…The Dual Theory of Choice under Risk (1987)The Dual Theory of Choice und…A theory of anticipated utility (1982)A theory of anticipated utili…"Expected Utility" Analysis without the Independence Axiom (1982)"Expected Utility" Analysis w…Some Stronger Measures of Risk Aversion in the Small and the Large with Applications (1981)Some Stronger Measures of Ris…Decisions with Multiple Objectives: Preferences and Value Trade-Offs (1979)Decisions with Multiple Objec…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Decisions with Multiple Objectives -- Preferences and Value Tradeoffs (1977)Decisions with Multiple Objec…Adaptive preferences: An evolutionary model of non-expected utility and ambiguity aversion (2024)Adaptive preferences: An evol…Zeroth, First, and Second Order Prudence Measures (2022)Zeroth, First, and Second Ord…Behavioral Neural Networks (2020)Behavioral Neural NetworksLearning Before Trading: On the Inefficiency of Ignoring Free Information (2019)Learning Before Trading: On t…An Evolutionary Perspective on Updating Risk and Ambiguity Preferences (2019)An Evolutionary Perspective o…Cautious Expected Utility and the Certainty Effect (2014)Cautious Expected Utility and…Optimal Reference Points and Anticipation (2012)Optimal Reference Points and …Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Individual differences in reasoning: Implications for the rationality debate? (2000)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Subjective probability and expected utility without additivity (2004)Risk, Ambiguity, and the Savage Axioms (1961)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)A Smooth Model of Decision Making under Ambiguity (2005)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Understanding Consumption (1992)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Conditional Skewness in Asset Pricing Tests (2000)Search-Theoretic Models of the Labor Market: A Survey (2005)Default Risk and Income Fluctuations in Emerging Economies (2007)Growth Based on Increasing Returns Due to Specialization (2016)Conjoint Analysis in Consumer Research: Issues and Outlook (1978)Risk management in a dynamic society: a modelling problem (1997)Best-worst multi-criteria decision-making method (2014)The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)Theory of Financial Decision Making. (1988)Toward a positive theory of consumer choice (1980)Non-cooperative games (1989)Multiattribute and Single-Attribute Utility Functions for the Health Utilities Index Mark 3 System (2002)The Adaptive Markets Hypothesis (2004)Multiple criteria decision-making techniques and their applications – a review of the literature from 2000 to 2014 (2015)
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References

  • 2019Theory of games and economic behavior16,630 cited
  • 1994Decisions with Multiple Objectives: Preferences and Value Tradeoffs.8,369 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1982A theory of anticipated utility3,136 cited
  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 1990Precautionary Saving in the Small and in the Large1,850 cited
  • 1979Decisions with Multiple Objectives: Preferences and Value Trade-Offs1,784 cited
  • 2000Recursive Macroeconomic Theory1,589 cited
  • 1982"Expected Utility" Analysis without the Independence Axiom1,518 cited
  • 2001The Economics of Risk and Time1,361 cited
  • 1991A Theory of Disappointment Aversion1,343 cited
  • 1989Dynamic Consistency and Non-expected Utility Models of Choice under Uncertainty782 cited
  • 2013Risk aversion and expected-utility theory: A calibration theorem692 cited
  • 1977Decisions with Multiple Objectives -- Preferences and Value Tradeoffs520 cited
  • 1981Some Stronger Measures of Risk Aversion in the Small and the Large with Applications

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450 cited

Cited by

  • 2019Learning Before Trading: On the Inefficiency of Ignoring Free Information42 cited
  • 2012Optimal Reference Points and Anticipation12 cited
  • 2014Cautious Expected Utility and the Certainty Effect10 cited
  • 2019An Evolutionary Perspective on Updating Risk and Ambiguity Preferences4 cited
  • 2024Adaptive preferences: An evolutionary model of non-expected utility and ambiguity aversion3 cited
  • 2020Behavioral Neural Networks3 cited
  • 2022Zeroth, First, and Second Order Prudence Measures1 cited