An intransitive expectations-based Bayesian variant of prospect theory

DOI10.1007/BF00057567zbMath0775.90002MaRDI QIDQ1187967

Robert F. Bordley

Publication date: 3 August 1992

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Measurement and performance in psychology (91E45)

Related Items

Rationality with preference discovery costs, Expected utility without utility, An experimental investigation of violations of transitivity in choice under uncertainty, Violations of the betweenness axiom and nonlinearity in probability

Cites Work

• Steady magnetohydrodynamic flow of an incompressible viscous fluid involving an ignorable co-ordinate
• SSB and Weighted Linear Utility As Expected Utility with Suspicion
• A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
• Combining Expert Judgments: A Bayesian Approach
• Prospect Theory: An Analysis of Decision under Risk
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