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Choquet expected discounted utility
16 references·7 citing·33 second hop
Choquet expected discounted utility (2022)Choquet expected discounted utilityAmbiguity Aversion, Robustness, and the Variational Representation of Preferences (2006)Ambiguity Aversion, Robustnes…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Recursive multiple-priors (2003)Recursive multiple-priorsAmbiguity Made Precise: A Comparative Foundation (2002)Ambiguity Made Precise: A Com…Golden Eggs and Hyperbolic Discounting (1997)Golden Eggs and Hyperbolic Di…Anomalies in Intertemporal Choice: Evidence and an Interpretation (1992)Anomalies in Intertemporal Ch…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Preference and belief: Ambiguity and competence in choice under uncertainty (1991)Preference and belief: Ambigu…Evidence of Predictable Behavior of Security Returns (1990)Evidence of Predictable Behav…Subjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Temporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Temporal Resolution of Uncert…On Second-Best National Saving and Game-Equilibrium Growth (1968)On Second-Best National Savin…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Stationary Ordinal Utility and Impatience (1960)Stationary Ordinal Utility an…A Note on Measurement of Utility (1937)A Note on Measurement of Util…The capacity compliance problem: refinements of time discounting to Choquet integrals with 2-additive fuzzy measures (2025)The capacity compliance probl…Anticomonotonicity for preference axioms: The natural counterpart to comonotonicity (2025)Anticomonotonicity for prefer…Ambiguity, randomization and the timing of resolution of uncertainty (2024)Ambiguity, randomization and …Alpha-maxmin as an aggregation of two selves (2024)Alpha-maxmin as an aggregatio…Intertemporal Correlation Aversion—A Model-Free Measurement (2023)Intertemporal Correlation Ave…Dynamic preference foundations of expected exponentially-discounted utility (2023)Dynamic preference foundation…Subjective expected utility through stochastic independence (2022)Subjective expected utility t…Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)Myopia and Inconsistency in Dynamic Utility Maximization (1973)Toward a positive theory of consumer choice (1980)Time Discounting and Time Preference: A Critical Review (2002)Construal-level theory of psychological distance. (2010)Specious reward: A behavioral theory of impulsiveness and impulse control. (1975)Implications of rational inattention (2003)Does Culture Affect Economic Outcomes? (2006)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Risk Aversion in the Laboratory (2008)Sensitivity analysis: A review of recent advances (2015)Handbook of Emotions (1993)The Handbook of Economic Sociology (1994)The Economics and Psychology of Personality Traits (2008)The Framing of Decisions and the Psychology of Choice (1981)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Expected Stock Returns and Variance Risk Premia (2009)
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References

  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1997Golden Eggs and Hyperbolic Discounting6,117 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 1992Anomalies in Intertemporal Choice: Evidence and an Interpretation2,305 cited
  • 1937A Note on Measurement of Utility2,177 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory1,822 cited
  • 1991Preference and belief: Ambiguity and competence in choice under uncertainty1,705 cited
  • 1960Stationary Ordinal Utility and Impatience1,550 cited
  • 1968On Second-Best National Saving and Game-Equilibrium Growth1,450 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 2003Recursive multiple-priors868 cited
  • 2002

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Ambiguity Made Precise: A Comparative Foundation
483 cited

Cited by

  • 2025The capacity compliance problem: refinements of time discounting to Choquet integrals with 2-additive fuzzy measures7 cited
  • 2023Intertemporal Correlation Aversion—A Model-Free Measurement7 cited
  • 2022Subjective expected utility through stochastic independence5 cited
  • 2024Alpha-maxmin as an aggregation of two selves4 cited
  • 2024Ambiguity, randomization and the timing of resolution of uncertainty2 cited
  • 2025Anticomonotonicity for preference axioms: The natural counterpart to comonotonicity2 cited
  • 2023Dynamic preference foundations of expected exponentially-discounted utility1 cited