-
1
-
-
0000341006
-
Parameter-free elicitation of utilities and probability weighting functions
-
Abdellaoui, Mohammed (2000), Parameter-free elicitation of utilities and probability weighting functions, Management Science 46, 1497-1512.
-
(2000)
Management Science
, vol.46
, pp. 1497-1512
-
-
Abdellaoui, M.1
-
2
-
-
0036217421
-
A genuine rank-dependent generalization of the von Neumann-Morgenstern expected utility theorem
-
Abdellaoui, Mohammed (2002), A genuine rank-dependent generalization of the von Neumann-Morgenstern expected utility theorem, Econometrica 70, 717-736.
-
(2002)
Econometrica
, vol.70
, pp. 717-736
-
-
Abdellaoui, M.1
-
4
-
-
84925907735
-
A homiletic exposition of the expected utility hypothesis
-
Blackorby, Charles, Davidson, Russell, and Donaldson, David (1977), A homiletic exposition of the expected utility hypothesis, Economica 44, 351-358.
-
(1977)
Economica
, vol.44
, pp. 351-358
-
-
Blackorby, C.1
Davidson, R.2
Donaldson, D.3
-
5
-
-
0001860442
-
Maxmin expected utility over Savage acts with a set of priors
-
Casadesus-Masanell, Ramon, Klibanoff, Peter, and Ozdenoren, Emre (2000), Maxmin expected utility over Savage acts with a set of priors, Journal of Economic Theory 92, 35-65.
-
(2000)
Journal of Economic Theory
, vol.92
, pp. 35-65
-
-
Casadesus-Masanell, R.1
Klibanoff, P.2
Ozdenoren, E.3
-
6
-
-
0001452463
-
On the use of capacities in modeling uncertainty aversion and risk aversion
-
Chateauneuf, Alain (1991), On the use of capacities in modeling uncertainty aversion and risk aversion, Journal of Mathematical Economics 20, 343-369.
-
(1991)
Journal of Mathematical Economics
, vol.20
, pp. 343-369
-
-
Chateauneuf, A.1
-
7
-
-
0002333323
-
Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences
-
Chateauneuf, Alain (1999), Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences, Journal of Mathematical Economics 32, 21-45.
-
(1999)
Journal of Mathematical Economics
, vol.32
, pp. 21-45
-
-
Chateauneuf, A.1
-
8
-
-
0001562760
-
Choquet expected utility with a finite state space: Commutativity and act-independence
-
Chew, Soo Hong and Karni, Edi (1994), Choquet expected utility with a finite state space: commutativity and act-independence, Journal of Economic Theory 62, 469-479.
-
(1994)
Journal of Economic Theory
, vol.62
, pp. 469-479
-
-
Chew, S.H.1
Karni, E.2
-
9
-
-
26444505533
-
-
Haas School of Business, University of California, Berkeley, CA
-
Chew, Soo Hong and Sagi, Jacob (2004), "Event Exchangeability: Small Worlds Probabilistic Sophistication without Continuity or Monotonicity," Haas School of Business, University of California, Berkeley, CA.
-
(2004)
Event Exchangeability: Small Worlds Probabilistic Sophistication without Continuity or Monotonicity
-
-
Chew, S.H.1
Sagi, J.2
-
10
-
-
85016669695
-
An experimental study of updating ambiguous beliefs
-
Cohen, Michèle, Gilboa, Itzhak, Jaffray, Jean-Yves and Schmeidler, David (2000), An experimental study of updating ambiguous beliefs, Risk, Decision, and Policy 5, 123-133.
-
(2000)
Risk, Decision, and Policy
, vol.5
, pp. 123-133
-
-
Cohen, M.1
Gilboa, I.2
Jaffray, J.-Y.3
Schmeidler, D.4
-
11
-
-
0001489883
-
A finitistic axiomatization of utility and subjective probability
-
Davidson, Donald and Suppes, Patrick (1956), A finitistic axiomatization of utility and subjective probability, Econometrica 24, 264-275.
-
(1956)
Econometrica
, vol.24
, pp. 264-275
-
-
Davidson, D.1
Suppes, P.2
-
12
-
-
0001918661
-
La prévision: Ses lois logiques, ses sources subjectives
-
de Finetti, Bruno (1937), La prévision: ses lois logiques, ses sources subjectives, Annales de l'Institut Henri Poincaré 7, 1-68.
-
(1937)
Annales de l'Institut Henri Poincaré
, vol.7
, pp. 1-68
-
-
De Finetti, B.1
-
13
-
-
0003320783
-
Foresight: Its logical laws, its subjective sources
-
Translated into English by Henry E. Kyburg Jr. and Howard E. Smokler (1964, eds.), Wiley, New York, 2nd edition, Krieger, New York
-
Translated into English by Henry E. Kyburg Jr., Foresight: Its Logical Laws, its Subjective Sources, in Henry E. Kyburg Jr. and Howard E. Smokler (1964, eds.), Studies in Subjective Probability, Wiley, New York; pp. 93-158, 2nd edition 1980, pp. 53-118, Krieger, New York.
-
(1980)
Studies in Subjective Probability
, pp. 93-158
-
-
Kyburg Jr., H.E.1
-
15
-
-
84957363402
-
Risk, ambiguity and the Savage axioms
-
Ellsberg, Daniel (1961), Risk, ambiguity and the Savage axioms, Quarterly Journal of Economics 75, 643-669.
-
(1961)
Quarterly Journal of Economics
, vol.75
, pp. 643-669
-
-
Ellsberg, D.1
-
16
-
-
0001880649
-
Dynamically consistent beliefs must be Bayesian
-
Epstein, Larry G. and Le Breton, Michel (1993), Dynamically consistent beliefs must be Bayesian, Journal of Economic Theory 61, 1-22.
-
(1993)
Journal of Economic Theory
, vol.61
, pp. 1-22
-
-
Epstein, L.G.1
Le Breton, M.2
-
17
-
-
0001009025
-
Subjective probabilities on subjectively unambiguous events
-
Epstein, Larry G. and Zhang, Jiangkang (2001), Subjective probabilities on subjectively unambiguous events, Econometrica 69, 265-306.
-
(2001)
Econometrica
, vol.69
, pp. 265-306
-
-
Epstein, L.G.1
Zhang, J.2
-
18
-
-
16344370471
-
-
MIT, Cambridge, MA
-
Ergin, Haluk and Gul, Faruk (2004), A Subjective Theory of Compound Lotteries, MIT, Cambridge, MA.
-
(2004)
A Subjective Theory of Compound Lotteries
-
-
Ergin, H.1
Gul, F.2
-
19
-
-
84972527141
-
The axioms of subjective probability
-
Fishburn, Peter C. (1986), The axioms of subjective probability, Statistical Science 1, 335-358.
-
(1986)
Statistical Science
, vol.1
, pp. 335-358
-
-
Fishburn, P.C.1
-
21
-
-
21844491157
-
Ambiguity aversion and comparative ignorance
-
Fox, Craig R. and Tversky, Amos (1995), Ambiguity aversion and comparative ignorance, Quarterly Journal of Economics 110, 585-603.
-
(1995)
Quarterly Journal of Economics
, vol.110
, pp. 585-603
-
-
Fox, C.R.1
Tversky, A.2
-
22
-
-
0035518688
-
Risk, ambiguity, and the separation of utility and beliefs
-
Ghirardato, Paolo and Marinacci, Massimo (2001), Risk, ambiguity, and the separation of utility and beliefs, Mathematics of Operations Research 26, 864-890.
-
(2001)
Mathematics of Operations Research
, vol.26
, pp. 864-890
-
-
Ghirardato, P.1
Marinacci, M.2
-
23
-
-
0242415459
-
A subjective spin on roulette wheels
-
Ghirardato, Paolo, Maccheroni, Fabio, Marinacci, Massimo and Siniscalchi, Marciano (2003), A subjective spin on roulette wheels, Econometrica 71, 1897-1908.
-
(2003)
Econometrica
, vol.71
, pp. 1897-1908
-
-
Ghirardato, P.1
Maccheroni, F.2
Marinacci, M.3
Siniscalchi, M.4
-
24
-
-
0002560703
-
Expected utility with purely subjective non-additive probabilities
-
Gilboa, Itzhak (1987), Expected utility with purely subjective non-additive probabilities, Journal of Mathematical Economics 16, 65-88.
-
(1987)
Journal of Mathematical Economics
, vol.16
, pp. 65-88
-
-
Gilboa, I.1
-
28
-
-
0033071923
-
On the shape of the probability weighting function
-
Gonzalez, Richard and Wu, George (1999), On the shape of the probability weighting function, Cognitive Psychology 38, 129-166.
-
(1999)
Cognitive Psychology
, vol.38
, pp. 129-166
-
-
Gonzalez, R.1
Wu, G.2
-
29
-
-
0008798298
-
Subjective probability without eventwise montonicity: Or: How Machina's mom may also be probabilistically sophisticated
-
Grant, Simon (1995), Subjective probability without eventwise montonicity: or: how Machina's mom may also be probabilistically sophisticated, Econometrica 63, 159-189.
-
(1995)
Econometrica
, vol.63
, pp. 159-189
-
-
Grant, S.1
-
30
-
-
0010188649
-
Some further results on integral representation of utility functions
-
Institute of Economics, University of Copenhagen, Copenhagen. Appeared in rewritten form in Chapter 12 of Karl Vind (2003). Springer, Berlin
-
Grodal, Birgit (1978), Some further results on integral representation of utility functions, Institute of Economics, University of Copenhagen, Copenhagen. Appeared in rewritten form in Chapter 12 of Karl Vind (2003), Independence, Additivity, Uncertainty. With contributions by B. Grodal. Springer, Berlin.
-
(1978)
Independence, Additivity, Uncertainty. With Contributions by B. Grodal
-
-
Grodal, B.1
-
31
-
-
0002730209
-
Savage's theorem with a finite number of states
-
Erratum, 1993, Journal of Economic Theory 61, 184
-
Gul, Faruk (1992), Savage's theorem with a finite number of states, Journal of Economic Theory 57, 99-110. (Erratum, 1993, Journal of Economic Theory 61, 184).
-
(1992)
Journal of Economic Theory
, vol.57
, pp. 99-110
-
-
Gul, F.1
-
32
-
-
38249000548
-
Subjective expected utility with state-dependent preferences
-
Karni, Edi (1993), Subjective expected utility with state-dependent preferences, Journal of Economic Theory 60, 428-438.
-
(1993)
Journal of Economic Theory
, vol.60
, pp. 428-438
-
-
Karni, E.1
-
35
-
-
0141517283
-
Preference foundations for nonexpected utility: A generalized and simplified technique
-
Köbberling, Veronika and Wakker, Peter P. (2003), Preference foundations for nonexpected utility: a generalized and simplified technique, Mathematics of Operations Research 28, 395-423.
-
(2003)
Mathematics of Operations Research
, vol.28
, pp. 395-423
-
-
Köbberling, V.1
Wakker, P.P.2
-
37
-
-
0003680694
-
-
Academic Press, New York
-
Krantz, David H., Luce, R. Duncan, Suppes, Patrick and Tversky, Amos (1971), Foundations of Measurement, Vol. I (Additive and Polynomial Representations), Academic Press, New York.
-
(1971)
Foundations of Measurement, Vol. I (Additive and Polynomial Representations)
, vol.1
-
-
Krantz, D.H.1
Luce, R.D.2
Suppes, P.3
Tversky, A.4
-
38
-
-
0000416416
-
Sufficient conditions for the existence of a finitely additive probability measure
-
Luce, R. Duncan (1967), Sufficient conditions for the existence of a finitely additive probability measure, The Annals of Mathematical Statistics 38, 780-786.
-
(1967)
The Annals of Mathematical Statistics
, vol.38
, pp. 780-786
-
-
Luce, R.D.1
-
40
-
-
0003331162
-
Utility theory: Axioms versus "paradoxes"
-
Maurice Allais and Ole Hagen (eds.), Reidel, Dordrecht, The Netherlands
-
MacCrimmon, Kenneth R. and Larsson, Stig (1979), Utility Theory: Axioms versus "Paradoxes", In Maurice Allais and Ole Hagen (eds.), Expected Utility Hypotheses and the Allais Paradox, Reidel, Dordrecht, The Netherlands, pp. 333-409.
-
(1979)
Expected Utility Hypotheses and the Allais Paradox
, pp. 333-409
-
-
MacCrimmon, K.R.1
Larsson, S.2
-
41
-
-
0001268165
-
A more robust definition of subjective probability
-
Machina, Mark J. and Schmeidler, David (1992), A more robust definition of subjective probability, Econometrica 60, 745-780.
-
(1992)
Econometrica
, vol.60
, pp. 745-780
-
-
Machina, M.J.1
Schmeidler, D.2
-
42
-
-
38249017023
-
Subjective expected utility with non-additive probabilities on finite state spaces
-
Nakamura, Yutaka (1990), Subjective expected utility with non-additive probabilities on finite state spaces, Journal of Economic Theory 51, 346-366.
-
(1990)
Journal of Economic Theory
, vol.51
, pp. 346-366
-
-
Nakamura, Y.1
-
43
-
-
0000206843
-
Rank dependent utility for arbitrary consequence spaces
-
Nakamura, Yutaka (1995), Rank dependent utility for arbitrary consequence spaces, Mathematical Social Sciences 29, 103-129.
-
(1995)
Mathematical Social Sciences
, vol.29
, pp. 103-129
-
-
Nakamura, Y.1
-
44
-
-
21844488049
-
Coherent decision analysis with inseparable probabilities and utilities
-
Nau, Robert F. (1995), Coherent decision analysis with inseparable probabilities and utilities, Journal of Risk and Uncertainty 10, 71-91.
-
(1995)
Journal of Risk and Uncertainty
, vol.10
, pp. 71-91
-
-
Nau, R.F.1
-
47
-
-
84990101501
-
Risk perception and risk aversion among Australian farmers
-
Quiggin, John (1981), Risk perception and risk aversion among Australian farmers, Australian Journal of Agricultural Economics 25, 160-169.
-
(1981)
Australian Journal of Agricultural Economics
, vol.25
, pp. 160-169
-
-
Quiggin, J.1
-
48
-
-
0001128392
-
A simple axiomatization of nonadditive expected utility
-
Sarin, Rakesh K. and Wakker, Peter P. (1992), A simple axiomatization of nonadditive expected utility, Econometrica 60, 1255-1272.
-
(1992)
Econometrica
, vol.60
, pp. 1255-1272
-
-
Sarin, R.K.1
Wakker, P.P.2
-
49
-
-
0032348637
-
Revealed likelihood and Knightian uncertainty
-
Sarin, Rakesh K. and Wakker, Peter P. (1998), Revealed likelihood and Knightian uncertainty, Journal of Risk and Uncertainty 16, 223-250.
-
(1998)
Journal of Risk and Uncertainty
, vol.16
, pp. 223-250
-
-
Sarin, R.K.1
Wakker, P.P.2
-
50
-
-
0043281212
-
Cumulative dominance and probabilistic sophistication
-
Sarin, Rakesh K. and Wakker, Peter P. (2000), Cumulative dominance and probabilistic sophistication, Mathematical Social Sciences 40, 191-196.
-
(2000)
Mathematical Social Sciences
, vol.40
, pp. 191-196
-
-
Sarin, R.K.1
Wakker, P.P.2
-
51
-
-
0003984043
-
-
Wiley, New York. (Second ed. 1972, Dover Publications, New York)
-
Savage, Leonard J. (1954), The Foundations of Statistics. Wiley, New York. (Second ed. 1972, Dover Publications, New York.)
-
(1954)
The Foundations of Statistics
-
-
Savage, L.J.1
-
52
-
-
0001333688
-
Subjective Probability and expected utility without additivity
-
Schmeidler, David (1989), Subjective Probability and expected utility without additivity, Econometrica 57, 571-587.
-
(1989)
Econometrica
, vol.57
, pp. 571-587
-
-
Schmeidler, D.1
-
53
-
-
31744450082
-
Advances in prospect theory: Cumulative representation of uncertainty
-
Tversky, Amos and Kahneman, Daniel (1992), Advances in prospect theory: cumulative representation of uncertainty, Journal of Risk and Uncertainty 5, 297-323.
-
(1992)
Journal of Risk and Uncertainty
, vol.5
, pp. 297-323
-
-
Tversky, A.1
Kahneman, D.2
-
54
-
-
0029195485
-
Risk attitudes and decision weights
-
Tversky, Amos and Wakker, Peter P. (1995), Risk attitudes and decision weights, Econometrica 63, 1255-1280.
-
(1995)
Econometrica
, vol.63
, pp. 1255-1280
-
-
Tversky, A.1
Wakker, P.P.2
-
56
-
-
0000048177
-
Under stochastic dominance Choquet-expected utility and anticipated utility are identical
-
Wakker, Peter P. (1990), Under stochastic dominance Choquet-expected utility and anticipated utility are identical, Theory and Decision 29, 119-132.
-
(1990)
Theory and Decision
, vol.29
, pp. 119-132
-
-
Wakker, P.P.1
-
57
-
-
0040808400
-
Additive representation for equally spaced structures
-
Wakker, Peter P. (1991), Additive representation for equally spaced structures, Journal of Mathematical Psychology 35, 260-266.
-
(1991)
Journal of Mathematical Psychology
, vol.35
, pp. 260-266
-
-
Wakker, P.P.1
-
58
-
-
0000602190
-
Unbounded utility for Savage's "foundations of statistics," and other models
-
Wakker, Peter P. (1993), Unbounded utility for Savage's "foundations of statistics," and other models, Mathematics of Operations Research 18, 446-485.
-
(1993)
Mathematics of Operations Research
, vol.18
, pp. 446-485
-
-
Wakker, P.P.1
-
59
-
-
0008746643
-
Testing and characterizing properties of nonadditive measures through violations of the sure-thing principle
-
Wakker, Peter P. (2001), Testing and characterizing properties of nonadditive measures through violations of the sure-thing principle, Econometrica 69, 1039-1059.
-
(2001)
Econometrica
, vol.69
, pp. 1039-1059
-
-
Wakker, P.P.1
-
60
-
-
0742323856
-
On the composition of risk preference and belief
-
Wakker, Peter P. (2004), On the composition of risk preference and belief, Psychogical Review 111, 236-241.
-
(2004)
Psychogical Review
, vol.111
, pp. 236-241
-
-
Wakker, P.P.1
-
61
-
-
11344260838
-
Decision-foundations for properties of nonadditive measures for general state spaces or for general outcome spaces
-
Wakker, Peter P. (2005), Decision-foundations for properties of nonadditive measures for general state spaces or for general outcome spaces, Games and Economic Behavior 50, 107-125.
-
(2005)
Games and Economic Behavior
, vol.50
, pp. 107-125
-
-
Wakker, P.P.1
-
63
-
-
0032630986
-
Nonlinear decision weights in choice under uncertainty
-
Wu, George and Gonzalez, Richard (1999), Nonlinear decision weights in choice under uncertainty, Management Science 45, 74-85.
-
(1999)
Management Science
, vol.45
, pp. 74-85
-
-
Wu, G.1
Gonzalez, R.2
-
64
-
-
0002569928
-
The dual theory of choice under risk
-
Yaari, Menahem E. (1987), The dual theory of choice under risk, Econometrica 55, 95-115.
-
(1987)
Econometrica
, vol.55
, pp. 95-115
-
-
Yaari, M.E.1
-
65
-
-
26444599832
-
-
School of Economic Studies, The University of Manchester, Manchester, UK
-
Zank, Horst (2004), Deriving rank-dependent expected utility through probabilistic consistency, School of Economic Studies, The University of Manchester, Manchester, UK.
-
(2004)
Deriving Rank-dependent Expected Utility through Probabilistic Consistency
-
-
Zank, H.1
-
66
-
-
0013001605
-
Qualitative probabilities on lambda-systems
-
Zhang, Jiangkang (1999), Qualitative probabilities on lambda-systems, Mathematical Social Sciences 38, 11-20.
-
(1999)
Mathematical Social Sciences
, vol.38
, pp. 11-20
-
-
Zhang, J.1
-
67
-
-
0036706493
-
Subjective ambiguity, expected utility and Choquet expected utility
-
Zhang, Jiangkang (2002), Subjective ambiguity, expected utility and Choquet expected utility, Economic Theory, 20, 159-181.
-
(2002)
Economic Theory
, vol.20
, pp. 159-181
-
-
Zhang, J.1
|