History-dependent risk attitude

DOI10.1016/j.jet.2015.01.020zbMath1330.91056OpenAlexW3020844442MaRDI QIDQ894032

Kareen Rozen, David Dillenberger

Publication date: 23 November 2015

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://economics.sas.upenn.edu/sites/default/files/filevault/working-papers/11-004.pdf

zbMATH Keywords

primacy effectdynamic reference dependencehistory-dependent risk attitudereinforcement effect

Mathematics Subject Classification ID

Decision theory (91B06) Dynamic games (91A25)

Related Items (6)

Objective rationality foundations for (dynamic) \(\alpha\)-MEU ⋮ Learning with misattribution of reference dependence ⋮ State dependent choice ⋮ Dynamic decision-making when ambiguity attitudes depend on exogenous events ⋮ The effects of prior outcomes on risky choice: evidence from the stock market ⋮ Temptation and forward-guidance

Cites Work

• Axiomatic utility theories with the betweenness property
• An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
• Prospect Theory and Asset Prices
• Psychological Expected Utility Theory and Anticipatory Feelings
• Two-Stage Lotteries without the Reduction Axiom
• Foundations of Intrinsic Habit Formation
• A Theory of Disappointment Aversion
• Temporal Resolution of Uncertainty and Dynamic Choice Theory
• Does Local Financial Development Matter?
• Unnamed Item

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