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Consistent Investment of Sophisticated Rank-Dependent Utility Agents in Continuous Time

Hu, Ying - 2020

-dependent utility. As such a model is inherently time inconsistent due to the underlying probability weighting, we study the investment …

Persistent link: https://www.econbiz.de/10012832328

An explicit representation for disappointment aversion and other betweenness preferences

Cerreia-Vioglio, Simone; Dillenberger, David; Ortoleva, … - In: Theoretical economics : TE ; an open access journal in … 15 (2020) 4, pp. 1509-1546

One of the most well-known models of non-expected utility is Gul (1991)'s model of Disappointment Aversion. This model …, however, is defined implicitly, as the solution to a functional equation; its explicit utility representation is unknown …

Persistent link: https://www.econbiz.de/10012415476

Developments in non-expected utility theories : an empirical study of risk aversion

Ben Aissia, Dorsaf - In: Journal of economics and finance 40 (2016) 2, pp. 299-318

Persistent link: https://www.econbiz.de/10011658819

Nash was a first to axiomatize expected utility

Bleichrodt, Han; Moscati, Chen LiIvan; Wakker, Peter P. - In: Theory and decision : an international journal for … 81 (2016) 3, pp. 309-312

Persistent link: https://www.econbiz.de/10011594067

Harsanyi's theorem without the sure-thing principle : on the consistent aggregation of Monotonic Bernoullian and Archimedean preferences

Zuber, Stéphane - In: Journal of mathematical economics 63 (2016), pp. 78-83

Persistent link: https://www.econbiz.de/10011665066

Inequality aversion with general payoff function

Kawanaka, Daijiro - 2021

Persistent link: https://www.econbiz.de/10012798035

The Saint Petersburg paradox and its solution

Mattalia, Claudio - In: Risks : open access journal 13 (2025) 2, pp. 1-19

This article describes the main historical facts concerning the Saint Petersburg paradox, the most important solutions proposed thus far, and the results of new experimental evidence and a simulation of the game that shed light on a solution for this paradox. The Saint Petersburg paradox has...

Persistent link: https://www.econbiz.de/10015334556

Time resolution of the St. Petersburg Paradox : a rebuttal

Varma, Jayanth Rama - 2013

Persistent link: https://www.econbiz.de/10009752737

On the mixed extension of a strategic game

Haller, Hans - In: Studies in microeconomics 1 (2013) 2, pp. 163-172

Persistent link: https://www.econbiz.de/10011894390

A resolution of St. Petersburg paradox

Jukalov, Vjačeslav I. - In: Journal of mathematical economics 97 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013183694