Pages that link to "Item:Q1332571"
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The following pages link to Risk seeking with diminishing marginal utility in a non-expected utility model (Q1332571):
Displaying 43 items.
- Comment on ``Modeling non-monotone risk aversion using SAHARA utility functions'' (Q406431) (← links)
- A nonsmooth approach to nonexpected utility theory under risk (Q418048) (← links)
- Measuring the time stability of prospect theory preferences (Q430889) (← links)
- Behavioral biases and the representative agent (Q453651) (← links)
- Diversification preferences in the theory of choice (Q524890) (← links)
- Consistent probability attitudes (Q612003) (← links)
- Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
- Risk attitudes in axiomatic decision theory: a conceptual perspective (Q683522) (← links)
- What is loss aversion? (Q813047) (← links)
- Explaining satisficing through risk aversion (Q829485) (← links)
- Risk aversion in RDEU (Q855365) (← links)
- Supermodularity and the comparative statics of risk (Q883203) (← links)
- A tractable method to measure utility and loss aversion under prospect theory (Q941734) (← links)
- The behavioural components of risk aversion (Q995651) (← links)
- Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory (Q995664) (← links)
- Parametric weighting functions (Q1017784) (← links)
- The effects of beliefs versus risk attitude on bargaining outcomes (Q1025642) (← links)
- A measurement of the certainty effect (Q1271087) (← links)
- An axiomatization of cumulative prospect theory (Q1312091) (← links)
- Separating marginal utility and probabilistic risk aversion (Q1315454) (← links)
- Modeling attitudes towards uncertainty and risk through the use of Choquet integral (Q1339163) (← links)
- The effect of decision weights in bargaining problems. (Q1399548) (← links)
- An index of loss aversion (Q1779809) (← links)
- Existence and uniqueness of ordinal Nash outcomes (Q1977401) (← links)
- Utilitarianism with and without expected utility (Q1985734) (← links)
- Concavity, stochastic utility, and risk aversion (Q2022764) (← links)
- Risk aversion over finite domains (Q2164970) (← links)
- Underestimation of probabilities modifications: characterization and economic implications (Q2249575) (← links)
- When does aggregation reduce risk aversion? (Q2276555) (← links)
- Delayed probabilistic risk attitude: a parametric approach (Q2329155) (← links)
- Characterizations of risk aversion in cumulative prospect theory (Q2422173) (← links)
- Local risk aversion in the rank dependent expected utility model: first order versus second order effects (Q2442569) (← links)
- Preference for safety under the Choquet model: in search of a characterization (Q2447156) (← links)
- Willingness to pay for risk reduction and risk aversion without the expected utility assumption (Q2502390) (← links)
- Dynamic decision making without expected utility: an operational approach (Q2569111) (← links)
- On the precautionary motive for savings and prudence in the rank-dependent utility framework (Q2634142) (← links)
- From sure to strong diversification (Q2642872) (← links)
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
- Multidimensional risk aversion: the cardinal sin (Q2678585) (← links)
- All at once! A comprehensive and tractable semi-parametric method to elicit prospect theory components (Q2685997) (← links)
- Risk Aversion in Travel Mode Choice with Rank-Dependent Utility (Q4628553) (← links)
- Risk Perception, Risk Attitude, and Decision: A Rank-Dependent Analysis (Q4628563) (← links)
- Decision under uncertainty (Q6602232) (← links)
