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Dynamically Consistent Non-Expected Utility Preferences with Tuned Risk Aversion ∗
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References

  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1997Golden Eggs and Hyperbolic Discounting6,117 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 2003Recursive multiple-priors868 cited
  • 1962Utility Theory without the Completeness Axiom563 cited
  • 2006Putting Risk in Its Proper Place551 cited
  • 1999A Definition of Uncertainty Aversion498 cited
  • 1993An axiomatization of cumulative prospect theory451 cited
  • 1987The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach435 cited
  • 1993Updating Ambiguous Beliefs419 cited
  • 1974Rational Behavior, Uncertain Prospects, and Measurable Utility (1950)388 cited
  • 2003Expected utility theory without the completeness axiom355 cited
  • 1969Some remarks on measures of risk aversion and on their uses302 cited
  • 2006Dynamic variational preferences291 cited
  • 2009Risk, Ambiguity, and the Rank-Dependence Axioms199 cited

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