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Disentangling strict and weak choice in random expected utility models

Piermont, Evan - In: Journal of economic theory 202 (2022), pp. 1-34

Persistent link: https://www.econbiz.de/10013373433

Objective rationality and recursive multiple priors

Ceron, Federica; Vergopoulos, Vassilios - In: Journal of mathematical economics 102 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013539503

Dynamic consistent alpha-maxim expected utility

Beißner, Patrick; Lin, Qian - 2015

utility under a nonlinear expectation, and show monotonicity and continuity of utility. Risk aversion is characterized, and …

Persistent link: https://www.econbiz.de/10010477162

Elusive beliefs: why uncertainty leads to stochastic choice and errors

Wolff, Irenaeus; Bauer, Dominik - 2018 - This version: 28th February, 2018

Persistent link: https://www.econbiz.de/10011865405

Investor Behavior in the Investment Decision Making : Are Expected Utility Theory, Prospect Theory, and Belief System Theory Have the Ability to Explain?

Sudirman, I Made Surya Negara - 2018

the decision making of investment, i.e. Expected Utility Theory (Neumann and Morgenstern, 1955), Prospect Theory (Kahneman …Investor behavior in the investment decision making is something dynamic, since the behavior is influenced by the … preposition that can be used to describe, predict and explain the investor behavior in the stock decision making in capital market …

Persistent link: https://www.econbiz.de/10012936794

Expected Subjective Value Theory (ESVT) : A Representation of Decision Under Risk and Certainty

Tymula, Agnieszka - 2020

We present a novel descriptive model of choice that achieves an efficient representation anchored to how the brain represents value. An individual's behavior is fully described by two primitives: an individual's "reward expectation'' and a free parameter we call "predisposition''. We demonstrate...

Persistent link: https://www.econbiz.de/10012855499