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Expected utility with uncertain probabilities theory

Izhakian, Yehuda - In: Journal of mathematical economics 69 (2017), pp. 91-103

Persistent link: https://www.econbiz.de/10011825902

Testing ambiguity and Machina preferences within a quantum-theoretic framework for decision-making

Aerts, Diederik; Geriente, Suzette; Moreira, Catarina; … - In: Journal of mathematical economics 78 (2018), pp. 176-185

Persistent link: https://www.econbiz.de/10012105565

Alternative utility functions : review, analysis and comparison

Harel, Arie; Francis, Jack Clark; Harpaz, Giora - In: Review of quantitative finance and accounting 51 (2018) 3, pp. 785-811

Persistent link: https://www.econbiz.de/10012038397

Almost stochastic dominance for most risk-averse decision makers

Luo, Chunling; Tan, Chin Hon - In: Decision analysis : a journal of the Institute for … 17 (2020) 2, pp. 169-184

Persistent link: https://www.econbiz.de/10012249957

Allais, Ellsberg, and preferences for hedging

Dean, Mark; Ortoleva, Pietro - In: Theoretical economics : TE ; an open access journal in … 12 (2017) 1, pp. 377-424

, as in the rank dependent utility model, but using the worst from a set of distortions. We show that a preference for … hedging is not suf?cient to guarantee Ellsberg-like behavior if the agent violates expected utility for objective lotteries …

Persistent link: https://www.econbiz.de/10011704845

Allais, Ellsberg, and preferences for hedging

Dean, Mark; Ortoleva, Pietro - In: Theoretical economics : TE ; journal of the Econometric … 12 (2017) 1, pp. 377-424

Persistent link: https://www.econbiz.de/10011646036

Ambiguity revealed

Bose, Subir; Polisson, Matthew; Renou, Ludovic - 2012

Persistent link: https://www.econbiz.de/10009545824

Stronger utility

Blavatskyy, Pavlo R. - In: Theory and decision : an international journal for … 76 (2014) 2, pp. 265-286

Persistent link: https://www.econbiz.de/10010345256

Maxmin weighted expected utility : a simpler characterization

Halpern, Joseph Y.; Leung, Samantha - In: Theory and decision : an international journal for … 80 (2016) 4, pp. 581-610

Persistent link: https://www.econbiz.de/10011593864

Purely subjective maxmin expected utility

Alon, Shiri; Schmeidler, David - In: Journal of economic theory 152 (2014), pp. 382-412

Persistent link: https://www.econbiz.de/10010390302