## Citations for "An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom"

### by Dekel, Eddie

- Skiadas, Costis, 1997.
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**Subjective Probability under Additive Aggregation of Conditional Preferences**," Journal of Economic Theory, Elsevier, vol. 76(2), pages 242-271, October. - Dorsaf Ben Aissia, 2016.
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**Developments in non-expected utility theories: an empirical study of risk aversion**," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(2), pages 299-318, April. - Michele Bernasconi, 2002.
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**How should income be divided? questionnaire evidence from the theory of “Impartial preferences”**," Journal of Economics, Springer, vol. 9(1), pages 163-195, December. - David Dillenberger & Kareen Rozen, 2011.
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**History-Dependent Risk Attitude**," Levine's Working Paper Archive 786969000000000066, David K. Levine.

- Dillenberger, David & Rozen, Kareen, 2015.
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**History-dependent risk attitude**," Journal of Economic Theory, Elsevier, vol. 157(C), pages 445-477.

- David Dillenberger & Kareen Rozen, 2010.
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**History-Dependent Risk Attitude**," Cowles Foundation Discussion Papers 1763, Cowles Foundation for Research in Economics, Yale University, revised Jul 2012. - David Dillenberger & Kareen Rozen, 2010.
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**History-Dependent Risk Attitude**," Levine's Bibliography 661465000000000184, UCLA Department of Economics. - David Dillenberger & Kareen Rozen, 2010.
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**History-Dependent Risk Attitude**," Levine's Working Paper Archive 661465000000000321, David K. Levine. - David Dillenberger & Kareen Rozen, 2011.
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**History-Dependent Risk Attitude**," PIER Working Paper Archive 11-004, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

- Dillenberger, David & Rozen, Kareen, 2015.
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- Grant, Simon & Kajii, Atsushi & Polak, Ben, 2001.
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**Different notions of disappointment aversion**," Economics Letters, Elsevier, vol. 70(2), pages 203-208, February. - Enrico Diecidue & Ulrich Schmidt & Horst Zank, 2008.
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**Parametric Weighting Functions**," Kiel Working Papers 1395, Kiel Institute for the World Economy.

- Diecidue, Enrico & Schmidt, Ulrich & Zank, Horst, 2009.
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**Parametric weighting functions**," Journal of Economic Theory, Elsevier, vol. 144(3), pages 1102-1118, May.

- Enrico Diecidue & Ulrich Schmidt & Horst Zank, 2006.
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**Parametric Weighting Functions**," The School of Economics Discussion Paper Series 0622, Economics, The University of Manchester. - Diecidue, Enrico & Schmidt, Ulrich & Zank, Horst, 2008.
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**Parametric weighting functions**," Kiel Working Papers 1395, Kiel Institute for the World Economy (IfW). - Zank, Horst & Schmidt, Ulrich & Diecidue, Enrico, 2007.
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**Parametric Weighting Functions**," Economics Working Papers 2007,01, Christian-Albrechts-University of Kiel, Department of Economics.

- Diecidue, Enrico & Schmidt, Ulrich & Zank, Horst, 2009.
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- Simon Grant & John Quiggin, 2005.
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**Learning and Discovery**," Risk & Uncertainty Working Papers WP7R05, Risk and Sustainable Management Group, University of Queensland.

- Grant, Simon & Quiggin, John, 2006.
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**Learning and Discovery**," Risk and Sustainable Management Group Working Papers 151174, University of Queensland, School of Economics.

- Grant, Simon & Quiggin, John, 2006.
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- Rui Castro & Claudio Campanale & Gian Luca Clementi, 2007.
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**Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences**," 2007 Meeting Papers 503, Society for Economic Dynamics.

- Claudio Campanale & Gian Luca Clementi & Rui Castro, 2008.
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**Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences**," Working Papers. Serie AD 2008-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

- Claudio Campanale & Gian Luca Clementi & Rui Castro, 2008.
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- Simon Grant & Atsushi Kajii & Ben Polak, 1999.
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**Decomposable Choice Under Uncertainty**," Cowles Foundation Discussion Papers 1207, Cowles Foundation for Research in Economics, Yale University.

- Grant, Simon & Kajii, Atsushi & Polak, Ben, 2000.
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**Decomposable Choice under Uncertainty**," Journal of Economic Theory, Elsevier, vol. 92(2), pages 169-197, June.

- Grant, Simon & Kajii, Atsushi & Polak, Ben, 2000.
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- Todd Sarver, 2012.
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**Optimal Reference Points and Anticipation**," Discussion Papers 1566, Northwestern University, Center for Mathematical Studies in Economics and Management Science. - Bernasconi, Michele, 1992.
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**Different Frames for the Independence Axiom: An Experimental Investigation in Individual Decision Making under Risk**," Journal of Risk and Uncertainty, Springer, vol. 5(2), pages 159-74, May. - Zvi Safra & Uzi Segal, 2008.
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**Calibration Results for Non-Expected Utility Theories**," Econometrica, Econometric Society, vol. 76(5), pages 1143-1166, 09.

- Zvi Safra & Uzi Segal, 2006.
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**Calibration Results for Non-Expected Utility Theories**," Boston College Working Papers in Economics 645, Boston College Department of Economics. - Zvi Safra & Uzi Segal, 2008.
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**Calibration Results for Non-Expected Utility Theories**," Boston College Working Papers in Economics 682, Boston College Department of Economics.

- Zvi Safra & Uzi Segal, 2006.
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- Mukerji, Sujoy & Tallon, Jean-Marc, 2003.
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**Ellsberg's two-color experiment, portfolio inertia and ambiguity**," Journal of Mathematical Economics, Elsevier, vol. 39(3-4), pages 299-316, June.

- Sujoy Mukerji & Jean-Marc Tallon, 2003.
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**Ellsberg's two-color experiment, portfolio inertia and ambiguity**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00499358, HAL.

- Sujoy Mukerji & Jean-Marc Tallon, 2003.
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- Klishchuk, Bogdan, 2015.
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**New conditions for the existence of Radner equilibrium with infinitely many states**," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 67-73. - Marshall, Robert C & Richard, Jean-Francois & Zarkin, Gary A, 1992.
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**Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out)**," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(1), pages 31-44, January. - Marcus Pivato & Philippe Mongin, 2014.
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**Ranking Multidimensional Alternatives and Uncertain Prospects**," THEMA Working Papers 2014-15, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

- Mongin, Philippe & Pivato, Marcus, 2015.
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**Ranking multidimensional alternatives and uncertain prospects**," Journal of Economic Theory, Elsevier, vol. 157(C), pages 146-171.

- Mongin, Philippe & Pivato, Marcus, 2012.
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**Ranking Multidimensional Alternatives and Uncertain Prospects**," MPRA Paper 42515, University Library of Munich, Germany.

- Mongin, Philippe & Pivato, Marcus, 2015.
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- Costis Skiadas, 1991.
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**Conditioning and Aggregation of Preferences**," Discussion Papers 1010, Northwestern University, Center for Mathematical Studies in Economics and Management Science. - Alan Beggs, 2015.
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**Reference Points and Learning**," Economics Series Working Papers 767, University of Oxford, Department of Economics. - Chris Starmer, 2000.
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**Developments in Non-expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk**," Journal of Economic Literature, American Economic Association, vol. 38(2), pages 332-382, June. - Thibault Gajdos & Feriel Kandil, 2008.
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**The ignorant observer**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00177374, HAL.

- Thibault Gajdos & Feriel Kandil, 2008.
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**The ignorant observer**," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 31(2), pages 193-232, August.

- Thibault Gajdos & Feriel Kandil, 2005.
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**The ignorant observer**," Cahiers de la Maison des Sciences Economiques v06041, Université Panthéon-Sorbonne (Paris 1), revised Mar 2006. - Thibault Gajdos & Feriel Kandil, 2006.
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**The Ignorant Observer**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00115722, HAL.

- Thibault Gajdos & Feriel Kandil, 2008.
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- Soo Chew & Richard Ebstein & Songfa Zhong, 2012.
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**Ambiguity aversion and familiarity bias: Evidence from behavioral and gene association studies**," Journal of Risk and Uncertainty, Springer, vol. 44(1), pages 1-18, February. - Simone Cerreia Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015.
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**Stochastic Dominance Analysis without the Independence Axiom**," Working Papers 549, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. - Claudio Campanale & Rui Castro & Gian Luca Clementi, 2010.
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**Asset Pricing in a Production Economy with Chew-Dekel Preferences**," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 379-402, April.

- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2009.
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**Code and data files for "Asset Pricing in a Production Economy with Chew-Dekel Preferences"**," Computer Codes 07-51, Review of Economic Dynamics. - CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009.
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**Asset Pricing in a Production Economy with Chew-Dekel Preferences**," Cahiers de recherche 10-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ. - Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007.
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**Asset Pricing in a Production Economy with ChewÐDekel Preferences**," Working Paper Series 07_07, The Rimini Centre for Economic Analysis. - CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009.
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**Asset Pricing in a Production Economy with Chew–Dekel Preferences**," Cahiers de recherche 2009-09, Universite de Montreal, Departement de sciences economiques. - Claudio Campanale & Rui Castro & Gian Luca Clementi, 2007.
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**Asset Pricing in a Production Economy with Chew-Dekel Preferences**," Working Papers 07-12, New York University, Leonard N. Stern School of Business, Department of Economics.

- Claudio Campanale & Rui Castro & Gian Luca Clementi, 2009.
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- Chenghu Ma & Wing-Keung Wong, 2013.
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**Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR**," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.

- Ma, Chenghu & Wong, Wing-Keung, 2010.
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**Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR**," European Journal of Operational Research, Elsevier, vol. 207(2), pages 927-935, December.

- Ma, Chenghu & Wong, Wing-Keung, 2010.
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- Ormiston, Michael B. & E. Schlee, Edward, 1999.
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**Comparative statics tests between decision models under risk**," Journal of Mathematical Economics, Elsevier, vol. 32(2), pages 145-166, October. - Chatterjee, Kalyan & Krishna, R. Vijay, 2008.
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**A geometric approach to continuous expected utility**," Economics Letters, Elsevier, vol. 98(1), pages 89-94, January. - Eddie Dekel & Barton L. Lipman, 2009.
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**How (Not) to Do Decision Theory**," Levine's Working Paper Archive 814577000000000339, David K. Levine.

- Eddie Dekel & Barton L. Lipman, 2010.
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**How (Not) to Do Decision Theory**," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 257-282, 09.

- Eddie Dekel & Barton L. Lipman, 2010.
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- Karni, Edi & Safra, Zvi, 2015.
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**Continuity, completeness, betweenness and cone-monotonicity**," Mathematical Social Sciences, Elsevier, vol. 74(C), pages 68-72. - Florian Schneider & Martin Schonger, 2015.
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**Allais at the Horse Race: testing models of ambiguity aversion**," ECON - Working Papers 207, Department of Economics - University of Zurich. - Daniel R. Burghart & Thomas Epper & Ernst Fehr, 2014.
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**The two faces of independence: betweenness and homotheticity**," ECON - Working Papers 179, Department of Economics - University of Zurich. - SHALEV, Jonathan, .
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**Loss aversion equilibrium**," CORE Discussion Papers RP 1456, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Jonathan Shalev, 2000.
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**Loss aversion equilibrium**," International Journal of Game Theory, Springer;Game Theory Society, vol. 29(2), pages 269-287.

- SHALEV, Jonathan, 1997.
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**Loss aversion equilibrium**," CORE Discussion Papers 1997023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Jonathan Shalev, 1997.
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**Loss Aversion Equilibrium**," Game Theory and Information 9703001, EconWPA, revised 11 Mar 1997.

- Jonathan Shalev, 2000.
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- Freeman, David, 2015.
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**Calibration without reduction for non-expected utility**," Journal of Economic Theory, Elsevier, vol. 158(PA), pages 21-32.

- David Freeman, 2015.
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**Calibration without Reduction for Non-Expected Utility**," Discussion Papers dp15-01, Department of Economics, Simon Fraser University.

- David Freeman, 2015.
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- Marc Willinger, 1990.
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**La rénovation des fondements de l'utilité et du risque**," Revue Économique, Programme National Persée, vol. 41(1), pages 5-48. - Chew, Soo Hong & Sagi, Jacob S., 2012.
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**An inequality measure for stochastic allocations**," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1517-1544. - Schmidt, Ulrich, 2003.
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**The axiomatic basis of risk-value models**," European Journal of Operational Research, Elsevier, vol. 145(1), pages 216-220, February. - Neilson William S., 1994.
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**Second Price Auctions without Expected Utility**," Journal of Economic Theory, Elsevier, vol. 62(1), pages 136-151, February. - David Backus & Bryan Routledge & Stanley Zin, 2004.
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**Exotic Preferences for Macroeconomists**," Working Papers 04-20, New York University, Leonard N. Stern School of Business, Department of Economics.

- David K. Backus & Bryan R. Routledge & Stanley E. Zin, 2005.
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**Exotic Preferences for Macroeconomists**," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 319-414 National Bureau of Economic Research, Inc.

- David Backus & Bryan Routledge & Stanley Zin, 2004.
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**Exotic Preferences for Macroeconomists**," NBER Working Papers 10597, National Bureau of Economic Research, Inc.

- David K. Backus & Bryan R. Routledge & Stanley E. Zin, 2005.
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- Geiger, Gebhard, 2002.
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**On the statistical foundations of non-linear utility theory: The case of status quo-dependent preferences**," European Journal of Operational Research, Elsevier, vol. 136(2), pages 449-465, January. - Machina, Mark J, 2000.
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**Payoff Kinks in Preferences Over Lotteries**," University of California at San Diego, Economics Working Paper Series qt7vn7d2hs, Department of Economics, UC San Diego. - Freddy Delbaen & Fabio Bellini & Valeria Bignozzi & Johanna F. Ziegel, 2014.
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**Risk measures with the CxLS property**," Papers 1411.0426, arXiv.org. - Stoye, Jörg, 2015.
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**Choice theory when agents can randomize**," Journal of Economic Theory, Elsevier, vol. 155(C), pages 131-151. - Syngjoo Choi & Raymond Fisman & Douglas Gale & Shachar Kariv, 2007.
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**Consistency, Heterogeneity, and Granularity of Individual Behavior under Uncertainty**," Economics Working Papers 0076, Institute for Advanced Study, School of Social Science.

- Syngjoo Choi & Raymond Fisman & Douglas Gale & Shachar Kariv, 2007.
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**Consistency, Heterogeneity, and Granularity of Individual Behavior under Uncertainty**," Levine's Bibliography 321307000000000793, UCLA Department of Economics.

- Syngjoo Choi & Raymond Fisman & Douglas Gale & Shachar Kariv, 2007.
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- Ulrich Schmidt, 2001.
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**Lottery Dependent Utility: a Reexamination**," Theory and Decision, Springer, vol. 50(1), pages 35-58, February. - Zvi Safra & Uzi Segal, 2009.
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**Risk aversion in the small and in the large: Calibration results for betweenness functionals**," Journal of Risk and Uncertainty, Springer, vol. 38(1), pages 27-37, February. - Kam Yu, 2008.
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**Measuring the Output and Prices of the Lottery Sector: An Application of Implicit Expected Utility Theory**," NBER Working Papers 14020, National Bureau of Economic Research, Inc.

- Kam Yu, 2009.
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**Measuring the Output and Prices of the Lottery Sector: An Application of Implicit Expected Utility Theory**," NBER Chapters, in: Price Index Concepts and Measurement, pages 405-425 National Bureau of Economic Research, Inc.

- Kam Yu, 2009.
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- Daniel Burghart & Paul Glimcher & Stephanie Lazzaro, 2013.
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**An expected utility maximizer walks into a bar..**," Journal of Risk and Uncertainty, Springer, vol. 46(3), pages 215-246, June. - Chaim Fershtman & Zvi Safra & Daniel Vincent, 1990.
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**Delayed Agreements and Non-Expected Utility**," Discussion Papers 867, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

- Fershtman, Chaim & Safra, Zvi & Vincent, Daniel, 1991.
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**Delayed agreements and nonexpected utility**," Games and Economic Behavior, Elsevier, vol. 3(4), pages 423-437, November.

- Fershtman, Chaim & Safra, Zvi & Vincent, Daniel, 1991.
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- Simone Cerreia-Vioglio & David Dillenberger & Pietro ortoleva, 2013.
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**Cautious Expected Utility and the Certainty Effect**," Working Papers 488, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

- Simone Cerreia‐Vioglio & David Dillenberger & Pietro Ortoleva, 2015.
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**Cautious Expected Utility and the Certainty Effect**," Econometrica, Econometric Society, vol. 83, pages 693-728, 03.

- Simone Cerreia-Vioglio & David Dillenberger & Pietro Ortoleva, 2013.
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**Cautious Expected Utility and the Certainty Effect**," PIER Working Paper Archive 13-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. - Simone Cerreia-Vioglio & David Dillenberger & Pietro Ortoleva, 2014.
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**Cautious Expected Utility and the Certainty Effect**," PIER Working Paper Archive 14-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

- Simone Cerreia‐Vioglio & David Dillenberger & Pietro Ortoleva, 2015.
"
- John Hey, .
"
**Experiments and the Economics of Individual Decision Making Under Risk and Uncertainty**," Discussion Papers 95/49, Department of Economics, University of York. - Dumav, Martin & Stinchcombe, Maxwell B., 2014.
"
**The von Neumann/Morgenstern approach to ambiguity**," Center for Mathematical Economics Working Papers 480, Center for Mathematical Economics, Bielefeld University. - Smorodinsky, Rann, 2000.
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**The reflection effect for constant risk averse agents**," Mathematical Social Sciences, Elsevier, vol. 40(3), pages 265-276, November. - Zvi Safra & Uzi Segal, 2008.
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**Calibration Results for Betweenness Functionals**," Boston College Working Papers in Economics 683, Boston College Department of Economics. - Diecidue, E. & Schmidt, U. & Wakker, P.P., 2000.
"
**A Theory of the Gambling Effect**," Discussion Paper 2000-75, Tilburg University, Center for Economic Research. - Zvi Safra & Uzi Segal, 2005.
"
**Are Universal Preferences Possible? Calibration Results for Non-Expected Utility Theories**," Boston College Working Papers in Economics 633, Boston College Department of Economics. - John Conley & Simon Wilkie, 2012.
"
**The ordinal egalitarian bargaining solution for finite choice sets**," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 38(1), pages 23-42, January. - Helga Fehr-Duda & Thomas Epper, 2012.
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**Probability and Risk: Foundations and Economic Implications of Probability-Dependent Risk Preferences**," Annual Review of Economics, Annual Reviews, vol. 4(1), pages 567-593, 07. - Stoye, Jörg, 2011.
"
**Axioms for minimax regret choice correspondences**," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2226-2251. - repec:hal:journl:halshs-00177374 is not listed on IDEAS
- Syngjoo Choi & Raymond Fisman & Douglas Gale & Shachar Kariv, 2007.
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**Substantive and Procedural Rationality in Decisions under Uncertainty**," Levine's Bibliography 122247000000000946, UCLA Department of Economics. - Larbi Alaoui, 2012.
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**The value of useless information**," Working Papers 625, Barcelona Graduate School of Economics.

- Larbi Alaoui, 2012.
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**The value of useless information**," Economics Working Papers 1313, Department of Economics and Business, Universitat Pompeu Fabra.

- Larbi Alaoui, 2012.
"
- Dillenberger, David, 2008.
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**Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior**," MPRA Paper 8342, University Library of Munich, Germany. - Liang Zou, 2006.
"
**An Alternative to Prospect Theory**," Annals of Economics and Finance, Society for AEF, vol. 7(1), pages 1-28, May. - David Buschena & David Zilberman, 2008.
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**Generalized expected utility, heteroscedastic error, and path dependence in risky choice**," Journal of Risk and Uncertainty, Springer, vol. 36(2), pages 201-201, April.

- David Buschena & David Zilberman, 2000.
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**Generalized Expected Utility, Heteroscedastic Error, and Path Dependence in Risky Choice**," Journal of Risk and Uncertainty, Springer, vol. 20(1), pages 67-88, January.

- David Buschena & David Zilberman, 2000.
"
- Neilson, William S., 1995.
"
**Comparative statics derivatives with nonlinear preferences**," Journal of Mathematical Economics, Elsevier, vol. 24(1), pages 45-57. - Kalyan Chatterjee & R. Vijay Krishna, 2009.
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**A "Dual Self" Representation for Stochastic Temptation**," American Economic Journal: Microeconomics, American Economic Association, vol. 1(2), pages 148-67, August. - Alaoui, Larbi, 2008.
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**The value of useless information**," MPRA Paper 11411, University Library of Munich, Germany. - Michel Le Breton & Eugenio Peluso, 2009.
"
**Third-degree stochastic dominance and inequality measurement**," Journal of Economic Inequality, Springer, vol. 7(3), pages 249-268, September. - Kami, Edi & Maccheroni, Fabio & Marinacci, Massimo, 2015.
"
**Ambiguity and Nonexpected Utility**," Handbook of Game Theory with Economic Applications, in: Handbook of Game Theory with Economic Applications, volume 4, chapter 17, pages 901-947 Elsevier. - Guido Maretto, 2011.
"
**Contracts and Market: Risk Sharing with Hidden Types**," Working Papers ECARES ECARES 2011-005, ULB -- Universite Libre de Bruxelles. - David Freeman, 2013.
"
**Revealed Preference Foundations of Expectations-Based Reference-Dependence**," Discussion Papers dp13-10, Department of Economics, Simon Fraser University. - Dillenberger, David & Erol, Selman, 2013.
"
**Negative certainty independence without betweenness**," Economics Letters, Elsevier, vol. 120(3), pages 596-598. - David Dillenberger, 2008.
"
**Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior**," PIER Working Paper Archive 08-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. - Barberis, Nicholas & Thaler, Richard, 2003.
"
**A survey of behavioral finance**," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 18, pages 1053-1128 Elsevier.

- Nicholas Barberis & Richard Thaler, 2002.
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**A Survey of Behavioral Finance**," NBER Working Papers 9222, National Bureau of Economic Research, Inc.

- Nicholas Barberis & Richard Thaler, 2002.
"
- Neilson, William S., 1992.
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**A mixed fan hypothesis and its implications for behavior toward risk**," Journal of Economic Behavior & Organization, Elsevier, vol. 19(2), pages 197-211, October. - Kircher, Philipp & Sandroni, Alvaro & Ludwig, Sandra, 2009.
"
**Fairness: A Critique to the Utilitarian Approach**," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 288, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. - Hengjie Ai, 2005.
"
**Smooth nonexpected utility without state independence**," Working Papers 637, Federal Reserve Bank of Minneapolis. - Karni, Edi, 1992.
"
**Utility theory with probability-dependent outcome valuation**," Journal of Economic Theory, Elsevier, vol. 57(1), pages 111-124. - Kontek, Krzysztof, 2015.
"
**Fanning-Out or Fanning-In? Continuous or Discontinuous? Estimating Indifference Curves Inside the Marschak-Machina Triangle using Certainty Equivalents**," MPRA Paper 63965, University Library of Munich, Germany. - Horst Zank, 2010.
"
**Consistent probability attitudes**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 44(2), pages 167-185, August. - repec:hal:journl:halshs-00115722 is not listed on IDEAS
- Harless, David W & Camerer, Colin F, 1994.
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**The Predictive Utility of Generalized Expected Utility Theories**," Econometrica, Econometric Society, vol. 62(6), pages 1251-89, November. - Nakamura, Yutaka, 2001.
"
**Totally convex preferences for gambles**," Mathematical Social Sciences, Elsevier, vol. 42(3), pages 295-305, November. - Durbach, Ian N. & Stewart, Theodor J., 2012.
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**Modeling uncertainty in multi-criteria decision analysis**," European Journal of Operational Research, Elsevier, vol. 223(1), pages 1-14. - Freddy Delbaen & Fabio Bellini & Valeria Bignozzi & Johanna F. Ziegel, 2016.
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**Risk measures with the CxLS property**," Finance and Stochastics, Springer, vol. 20(2), pages 433-453, April.