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Interval scalability of rank-dependent utility

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  • Mikhail Sokolov

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File URL: http://hdl.handle.net/10.1007/s11238-010-9241-4
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Bibliographic Info

Article provided by Springer in its journal Theory and Decision.

Volume (Year): 70 (2011)
Issue (Month): 3 (March)
Pages: 255-282

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Handle: RePEc:kap:theord:v:70:y:2011:i:3:p:255-282

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Web page: http://www.springerlink.com/link.asp?id=100341

Related research

Keywords: Rank-dependent utility; Interval scalability; Meaningfulness; D81;

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References

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  1. Ovchinnikov, Sergei, 1996. "Means on ordered sets," Mathematical Social Sciences, Elsevier, vol. 32(1), pages 39-56, August.
  2. David Schmeidler, 1989. "Subjective Probability and Expected Utility without Additivity," Levine's Working Paper Archive 7662, David K. Levine.
  3. Ali Abbas, 2010. "Invariant multiattribute utility functions," Theory and Decision, Springer, vol. 68(1), pages 69-99, February.
  4. Quiggin, John & Chambers, R.G.Robert G., 2004. "Invariant risk attitudes," Journal of Economic Theory, Elsevier, vol. 117(1), pages 96-118, July.
  5. Chateauneuf, Alain, 1999. "Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences," Journal of Mathematical Economics, Elsevier, vol. 32(1), pages 21-45, August.
  6. Manski, C.F., 1988. "Ordinal Utility Models Of Decision Making Under Uncertainty," Working papers 363, Wisconsin Madison - Social Systems.
  7. Quiggin, John, 1982. "A theory of anticipated utility," Journal of Economic Behavior & Organization, Elsevier, vol. 3(4), pages 323-343, December.
  8. Quiggin, J. & Wakker, P., 1992. "The Axiomatic Basis of Anticipated Utility: A Clarification," Papers 9203, Tilburg - Center for Economic Research.
  9. Jullien Bruno & Green Jerry G, 1988. "Ordinal independence in non-linear utility theory," CEPREMAP Working Papers (Couverture Orange) 8818, CEPREMAP.
  10. Mohammed Abdellaoui, 2002. "A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem," Econometrica, Econometric Society, vol. 70(2), pages 717-736, March.
  11. Bell, David E & Fishburn, Peter C, 2000. " Utility Functions for Wealth," Journal of Risk and Uncertainty, Springer, vol. 20(1), pages 5-44, January.
  12. Luce, R Duncan & Fishburn, Peter C, 1995. "A Note on Deriving Rank-Dependent Utility Using Additive Joint Receipts," Journal of Risk and Uncertainty, Springer, vol. 11(1), pages 5-16, July.
  13. Christopher P. Chambers, 2009. "An Axiomatization Of Quantiles On The Domain Of Distribution Functions," Mathematical Finance, Wiley Blackwell, vol. 19(2), pages 335-342.
  14. Segal, Uzi, 1993. " The Measure Representation: A Correction," Journal of Risk and Uncertainty, Springer, vol. 6(1), pages 99-107, January.
  15. Rothblum, Uriel G., 1975. "Multivariate constant risk posture," Journal of Economic Theory, Elsevier, vol. 10(3), pages 309-332, June.
  16. Liping Liu, 2004. "A Note on Luce-Fishburn Axiomatization of Rank-Dependent Utility," Journal of Risk and Uncertainty, Springer, vol. 28(1), pages 55-71, January.
  17. Luce, R Duncan, 1988. " Rank-Dependent, Subjective Expected-Utility Representations," Journal of Risk and Uncertainty, Springer, vol. 1(3), pages 305-32, September.
  18. Chew, S. H. & Epstein, L. G., 1989. "A unifying approach to axiomatic non-expected utility theories," Journal of Economic Theory, Elsevier, vol. 49(2), pages 207-240, December.
  19. Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January.
  20. Tversky, Amos & Kahneman, Daniel, 1986. "Rational Choice and the Framing of Decisions," The Journal of Business, University of Chicago Press, vol. 59(4), pages S251-78, October.
  21. R. Luce & A. Marley, 2005. "Ranked Additive Utility Representations of Gambles: Old and New Axiomatizations," Journal of Risk and Uncertainty, Springer, vol. 30(1), pages 21-62, January.
  22. Fishburn, Peter C., 1980. "Continua of stochastic dominance relations for unbounded probability distributions," Journal of Mathematical Economics, Elsevier, vol. 7(3), pages 271-285, December.
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