Rank dependent utility for arbitrary consequnce spaces
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- Nakamura, Yutaka, 1995. "Rank dependent utility for arbitrary consequence spaces," Mathematical Social Sciences, Elsevier, vol. 29(2), pages 103-129, April.
Citations
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Cited by:
- H Zank, 2004. "Deriving Rank-Dependent Expected Utility Through Probabilistic Consistency," Economics Discussion Paper Series 0409, Economics, The University of Manchester.
- Diecidue, Enrico & Schmidt, Ulrich & Zank, Horst, 2009.
"Parametric weighting functions,"
Journal of Economic Theory, Elsevier, vol. 144(3), pages 1102-1118, May.
- Enrico Diecidue & Ulrich Schmidt & Horst Zank, 2006. "Parametric Weighting Functions," Economics Discussion Paper Series 0622, Economics, The University of Manchester.
- Diecidue, Enrico & Schmidt, Ulrich & Zank, Horst, 2008. "Parametric weighting functions," Kiel Working Papers 1395, Kiel Institute for the World Economy.
- Zank, Horst & Schmidt, Ulrich & Diecidue, Enrico, 2007. "Parametric Weighting Functions," Economics Working Papers 2007-01, Christian-Albrechts-University of Kiel, Department of Economics.
- Dean, Mark & Ortoleva, Pietro, 2017.
"Allais, Ellsberg, and preferences for hedging,"
Theoretical Economics, Econometric Society, vol. 12(1), January.
- Mark Dean & Pietro Ortoleva, 2012. "Allais, Ellsberg, and Preferences for Hedging," Working Papers 2012-2, Brown University, Department of Economics.
- 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.
- Veronika Köbberling & Peter P. Wakker, 2003. "Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique," Mathematics of Operations Research, INFORMS, vol. 28(3), pages 395-423, August.
- Wakker, Peter P. & Zank, Horst, 2002. "A simple preference foundation of cumulative prospect theory with power utility," European Economic Review, Elsevier, vol. 46(7), pages 1253-1271, July.
- Nakamura, Yutaka, 1995. "Probabilistically sophisticated rank dependent utility," Economics Letters, Elsevier, vol. 48(3-4), pages 441-447, June.
- Katarzyna M. Werner & Horst Zank, 2019. "A revealed reference point for prospect theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 67(4), pages 731-773, June.
- A. Hoseinzadeh & G. Mohtashami Borzadaran & G. Yari, 2012. "Aspects concerning entropy and utility," Theory and Decision, Springer, vol. 72(2), pages 273-285, February.
- Wakker, Peter P. & Zank, Horst, 1999. "A unified derivation of classical subjective expected utility models through cardinal utility," Journal of Mathematical Economics, Elsevier, vol. 32(1), pages 1-19, August.
- Gilles Boevi Koumou & Georges Dionne, 2022.
"Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation,"
Risks, MDPI, vol. 10(11), pages 1-19, October.
- Gilles Boevi Koumou & Georges Dionne, 2019. "Coherent diversification measures in portfolio theory: An axiomatic foundation," Working Papers 19-2, HEC Montreal, Canada Research Chair in Risk Management.
- Gilles Boevi KOUMOU & Georges DIONNE, 2021. "Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation," Working Papers 7, Africa Institute for Research in Economics and Social Sciences.
- Abdellaoui, Mohammed & Wakker, Peter P., 2020.
"Savage for dummies and experts,"
Journal of Economic Theory, Elsevier, vol. 186(C).
- Mohammed Abdellaoui & Peter P. Wakker, 2023. "Savage for Dummies and Experts," Post-Print hal-04955157, HAL.
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