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On the optimal design of lotteries
Quiggin, John C. - In: Economica 58 (1991) 229, pp. 1-16
Persistent link: https://www.econbiz.de/10001111658
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Dynamic consistency and reference points
Segal, Uzi - In: Journal of economic theory 72 (1997) 1, pp. 208-219
Persistent link: https://www.econbiz.de/10001213053
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Dynamic consistency and reference points
Segal, Uzi - 1995
Persistent link: https://www.econbiz.de/10000977281
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Non-expected utility risk premiums : the cases of probability ambiguity and outcome uncertainty
Segal, Uzi - In: Journal of risk and uncertainty : JRU 1 (1988) 3, pp. 333-347
Persistent link: https://www.econbiz.de/10001091586
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Dynamic consistency implies approximately expected utility preferences
Border, Kim C. - In: Journal of economic theory 63 (1994) 2, pp. 170-188
Persistent link: https://www.econbiz.de/10001167084
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On the economic meaning of Machina's Fréchet differentiability assumption
Safra, Zvi; Segal, Uzi - In: Journal of economic theory 104 (2002) 2, pp. 450-461
Persistent link: https://www.econbiz.de/10001685427
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Transitive regret over statistically independent lotteries
Bikhchandani, Sushil; Segal, Uzi - In: Journal of economic theory 152 (2014), pp. 237-248
Persistent link: https://www.econbiz.de/10010389423
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Transitive regret over statistically independent lotteries
Segal, Uzi - 2012
Persistent link: https://www.econbiz.de/10009530956
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Skewed noise
Dillenberger, David; Segal, Uzi - In: Journal of economic theory 169 (2017), pp. 344-364
Persistent link: https://www.econbiz.de/10011747758
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Allocation mechanisms with mixture-averse preferences
Dillenberger, David; Segal, Uzi - 2024
Persistent link: https://www.econbiz.de/10014580841