Testing and characterizing properties of nonadditive measures through violations of the sure-thing principle

Econometrica

Volumn 69, Issue 4, 2001, Pages 1039-1059

  Wakker, Peter P ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Choquet expected utility; Comonotonic; Optimism; Pessimism; Prospect theory; Rank dependent; Risk attitude; Sure thing principle

Indexed keywords

EID: 0008746643     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00229     Document Type: Article

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