Pages that link to "Item:Q2475179"
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The following pages link to Regret aversion and opportunity dependence (Q2475179):
Displaying 45 items.
- Maxmin weighted expected utility: a simpler characterization (Q272150) (← links)
- Robust option pricing: Hannan and Blackwell meet Black and Scholes (Q281366) (← links)
- On a decision rule supported by a forecasting stage based on the decision maker's coefficient of optimism (Q301932) (← links)
- Existence and stability of minimax regret equilibria (Q445329) (← links)
- Regret aversion in reason-based choice (Q453648) (← links)
- Statistical decisions under ambiguity (Q622636) (← links)
- Implementation in minimax regret equilibrium (Q632976) (← links)
- Axioms for minimax regret choice correspondences (Q654507) (← links)
- Robust monopoly pricing (Q654526) (← links)
- Iterated regret minimization: a new solution concept (Q665088) (← links)
- Statistical treatment choice based on asymmetric minimax regret criteria (Q738109) (← links)
- Minimax regret and strategic uncertainty (Q848618) (← links)
- Weighted sets of probabilities and minimax weighted expected regret: a new approach for representing uncertainty and making decisions (Q893029) (← links)
- A model of regret, investor behavior, and market turbulence (Q893402) (← links)
- Choice under complete uncertainty when outcome spaces are state dependent (Q1025643) (← links)
- Stopping with anticipated regret (Q1030173) (← links)
- Tempered regrets under total ignorance (Q1367747) (← links)
- Regret theory: a new foundation (Q1676457) (← links)
- Project net present value estimation under uncertainty (Q1725833) (← links)
- Newsvendor problem under complete uncertainty: a case of innovative products (Q1788927) (← links)
- Anticipated regret as an explanation of uncertainty aversion (Q1949210) (← links)
- Reasoning about rationality (Q2013339) (← links)
- A comparison of regret theory and salience theory for decisions under risk (Q2025022) (← links)
- Robust pricing for airlines with partial information (Q2115756) (← links)
- Robust portfolio decision analysis: an application to the energy research and development portfolio problem (Q2178144) (← links)
- Do people minimize regret in strategic situations? A level-\(k\) comparison (Q2212740) (← links)
- Minimax regret and failure to converge to efficiency in large markets (Q2212758) (← links)
- Aversion to risk of regret and preference for positively skewed risks (Q2218535) (← links)
- Choice theory when agents can randomize (Q2254037) (← links)
- Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret (Q2430002) (← links)
- Minimax regret treatment choice with finite samples (Q2628833) (← links)
- Minimizing regret in dynamic decision problems (Q2629329) (← links)
- Self-control preferences and status-quo bias (Q2690348) (← links)
- ROBUST ASSET ALLOCATION WITH BENCHMARKED OBJECTIVES (Q3100750) (← links)
- Decision Making Approach with Focus Point and Regret (Q3307374) (← links)
- Choice overload and asymmetric regret (Q4682783) (← links)
- Regret to the Best vs. Regret to the Average (Q5434053) (← links)
- Anticipating Regret: Why Fewer Options May Be Better (Q5456468) (← links)
- The ecological rationality of decision criteria (Q6088505) (← links)
- Minimax decision rules for planning under uncertainty: drawbacks and remedies (Q6096607) (← links)
- Choice structures in games (Q6160139) (← links)
- Market Exit and Minimax Regret (Q6173038) (← links)
- Regret, responsibility, and randomization: a theory of stochastic choice (Q6537241) (← links)
- Minimax regret stability in the graph model for conflict resolution (Q6556107) (← links)
- Ranking blame (Q6623765) (← links)
