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

by Dekel, Eddie

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  1. Alan Beggs, 2015. "Reference Points and Learning," Economics Series Working Papers 767, University of Oxford, Department of Economics.
  2. Fershtman, Chaim & Safra, Zvi & Vincent, Daniel, 1991. "Delayed agreements and nonexpected utility," Games and Economic Behavior, Elsevier, vol. 3(4), pages 423-437, November.
  3. Grant, Simon & Quiggin, John, 2006. "Learning and Discovery," Risk and Sustainable Management Group Working Papers 151174, University of Queensland, School of Economics.
  4. Thibault Gajdos & Feriel Kandil, 2008. "The ignorant observer," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00177374, HAL.
  5. Daniel R. Burghart & Thomas Epper & Ernst Fehr, 2014. "The two faces of independence: betweenness and homotheticity," ECON - Working Papers 179, Department of Economics - University of Zurich.
  6. 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.
  7. Bikhchandani, Sushil & Segal, Uzi, 2014. "Transitive regret over statistically independent lotteries," Journal of Economic Theory, Elsevier, vol. 152(C), pages 237-248.
  8. 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.
  9. Florian Schneider & Martin Schonger, 2015. "Allais at the Horse Race: testing models of ambiguity aversion," ECON - Working Papers 207, Department of Economics - University of Zurich.
  10. Machina, Mark J, 2000. "Payoff Kinks in Preferences Over Lotteries," University of California at San Diego, Economics Working Paper Series qt7vn7d2hs, Department of Economics, UC San Diego.
  11. Chatterjee, Kalyan & Krishna, R. Vijay, 2008. "A geometric approach to continuous expected utility," Economics Letters, Elsevier, vol. 98(1), pages 89-94, January.
  12. David Freeman, 2013. "Revealed Preference Foundations of Expectations-Based Reference-Dependence," Discussion Papers dp13-10, Department of Economics, Simon Fraser University.
  13. Karni, Edi & Safra, Zvi, 2015. "Continuity, completeness, betweenness and cone-monotonicity," Mathematical Social Sciences, Elsevier, vol. 74(C), pages 68-72.
  14. repec:hal:journl:halshs-00115722 is not listed on IDEAS
  15. Mukerji, Sujoy & Tallon, Jean-Marc, 2003. "Ellsberg's two-color experiment, portfolio inertia and ambiguity," Journal of Mathematical Economics, Elsevier, vol. 39(3-4), pages 299-316, June.
  16. 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.
  17. David Freeman, 2015. "Calibration without Reduction for Non-Expected Utility," Discussion Papers dp15-01, Department of Economics, Simon Fraser University.
  18. Durbach, Ian N. & Stewart, Theodor J., 2012. "Modeling uncertainty in multi-criteria decision analysis," European Journal of Operational Research, Elsevier, vol. 223(1), pages 1-14.
  19. Kam Yu, 2008. "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.
  20. Nicholas Barberis & Richard Thaler, 2002. "A Survey of Behavioral Finance," NBER Working Papers 9222, National Bureau of Economic Research, Inc.
  21. Neilson, William S., 1995. "Comparative statics derivatives with nonlinear preferences," Journal of Mathematical Economics, Elsevier, vol. 24(1), pages 45-57.
  22. Enrico Diecidue & Ulrich Schmidt & Horst Zank, 2008. "Parametric Weighting Functions," Kiel Working Papers 1395, Kiel Institute for the World Economy.
  23. Michele Bernasconi, 2002. "How should income be divided? questionnaire evidence from the theory of “Impartial preferences”," Journal of Economics, Springer, vol. 9(1), pages 163-195, December.
  24. Syngjoo Choi & Raymond Fisman & Douglas Gale & Shachar Kariv, 2007. "Substantive and Procedural Rationality in Decisions under Uncertainty," Levine's Bibliography 122247000000000946, UCLA Department of Economics.
  25. Freddy Delbaen & Fabio Bellini & Valeria Bignozzi & Johanna F. Ziegel, 2016. "Risk measures with the CxLS property," Finance and Stochastics, Springer, vol. 20(2), pages 433-453, April.
  26. Schmidt, Ulrich, 2003. "The axiomatic basis of risk-value models," European Journal of Operational Research, Elsevier, vol. 145(1), pages 216-220, February.
  27. Ormiston, Michael B. & E. Schlee, Edward, 1999. "Comparative statics tests between decision models under risk," Journal of Mathematical Economics, Elsevier, vol. 32(2), pages 145-166, October.
  28. Eddie Dekel & Barton L. Lipman, 2009. "How (Not) to Do Decision Theory," Levine's Working Paper Archive 814577000000000339, David K. Levine.
  29. Jonathan Shalev, 2000. "Loss aversion equilibrium," International Journal of Game Theory, Springer;Game Theory Society, vol. 29(2), pages 269-287.
  30. Dillenberger, David & Rozen, Kareen, 2015. "History-dependent risk attitude," Journal of Economic Theory, Elsevier, vol. 157(C), pages 445-477.
  31. Larbi Alaoui, 2012. "The value of useless information," Economics Working Papers 1313, Department of Economics and Business, Universitat Pompeu Fabra.
  32. David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," Working Papers 04-20, New York University, Leonard N. Stern School of Business, Department of Economics.
  33. Marcus Pivato & Philippe Mongin, 2014. "Ranking Multidimensional Alternatives and Uncertain Prospects," THEMA Working Papers 2014-15, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  34. Hengjie Ai, 2005. "Smooth nonexpected utility without state independence," Working Papers 637, Federal Reserve Bank of Minneapolis.
  35. Horst Zank, 2010. "Consistent probability attitudes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 44(2), pages 167-185, August.
  36. repec:hal:journl:halshs-00177374 is not listed on IDEAS
  37. Daniel Burghart & Paul Glimcher & Stephanie Lazzaro, 2013. "An expected utility maximizer walks into a bar..," Journal of Risk and Uncertainty, Springer, vol. 46(3), pages 215-246, June.
  38. Yusufcan Masatlioglu & Collin Raymond, 2016. "A Behavioral Analysis of Stochastic Reference Dependence," American Economic Review, American Economic Association, vol. 106(9), pages 2760-82, September.
  39. Dorsaf Ben Aissia, 2016. "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.
  40. David Buschena & David Zilberman, 2000. "Generalized Expected Utility, Heteroscedastic Error, and Path Dependence in Risky Choice," Journal of Risk and Uncertainty, Springer, vol. 20(1), pages 67-88, January.
  41. 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.
  42. CAMPANALE, Claudio & CASTRO, Rui & CLEMENTI, Gian Luca, 2009. "Asset Pricing in a Production Economy with Chew–Dekel Preferences," Cahiers de recherche 2009-09, Universite de Montreal, Departement de sciences economiques.
  43. Chew, Soo Hong & Sagi, Jacob S., 2012. "An inequality measure for stochastic allocations," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1517-1544.
  44. Geiger, Gebhard, 2002. "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.
  45. Marshall, Robert C & Richard, Jean-Francois & Zarkin, Gary A, 1992. "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.
  46. Simone Cerreia Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015. "Stochastic Dominance Analysis without the Independence Axiom," Working Papers 549, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  47. Smorodinsky, Rann, 2000. "The reflection effect for constant risk averse agents," Mathematical Social Sciences, Elsevier, vol. 40(3), pages 265-276, November.
  48. John Hey, . "Experiments and the Economics of Individual Decision Making Under Risk and Uncertainty," Discussion Papers 95/49, Department of Economics, University of York.
  49. Syngjoo Choi & Raymond Fisman & Douglas Gale & Shachar Kariv, 2007. "Consistency, Heterogeneity, and Granularity of Individual Behavior under Uncertainty," Economics Working Papers 0076, Institute for Advanced Study, School of Social Science.
  50. Harless, David W & Camerer, Colin F, 1994. "The Predictive Utility of Generalized Expected Utility Theories," Econometrica, Econometric Society, vol. 62(6), pages 1251-89, November.
  51. Soo Chew & Richard Ebstein & Songfa Zhong, 2012. "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.
  52. Dillenberger, David, 2008. "Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior," MPRA Paper 8342, University Library of Munich, Germany.
  53. Karni, Edi, 1992. "Utility theory with probability-dependent outcome valuation," Journal of Economic Theory, Elsevier, vol. 57(1), pages 111-124.
  54. Diecidue, E. & Schmidt, U. & Wakker, P.P., 2000. "A Theory of the Gambling Effect," Discussion Paper 2000-75, Tilburg University, Center for Economic Research.
  55. Grant, Simon & Kajii, Atsushi & Polak, Ben, 2000. "Decomposable Choice under Uncertainty," Journal of Economic Theory, Elsevier, vol. 92(2), pages 169-197, June.
  56. Skiadas, Costis, 1997. "Subjective Probability under Additive Aggregation of Conditional Preferences," Journal of Economic Theory, Elsevier, vol. 76(2), pages 242-271, October.
  57. Stoye, Jörg, 2015. "Choice theory when agents can randomize," Journal of Economic Theory, Elsevier, vol. 155(C), pages 131-151.
  58. Guido Maretto, 2011. "Contracts and Market: Risk Sharing with Hidden Types," Working Papers ECARES ECARES 2011-005, ULB -- Universite Libre de Bruxelles.
  59. Kalyan Chatterjee & R. Vijay Krishna, 2009. "A "Dual Self" Representation for Stochastic Temptation," American Economic Journal: Microeconomics, American Economic Association, vol. 1(2), pages 148-67, August.
  60. Dillenberger, David & Erol, Selman, 2013. "Negative certainty independence without betweenness," Economics Letters, Elsevier, vol. 120(3), pages 596-598.
  61. Zvi Safra & Uzi Segal, 2008. "Calibration Results for Non-Expected Utility Theories," Boston College Working Papers in Economics 682, Boston College Department of Economics.
  62. Bernasconi, Michele, 1992. "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.
  63. Stoye, Jörg, 2011. "Axioms for minimax regret choice correspondences," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2226-2251.
  64. Neilson, William S., 1992. "A mixed fan hypothesis and its implications for behavior toward risk," Journal of Economic Behavior & Organization, Elsevier, vol. 19(2), pages 197-211, October.
  65. Grant, Simon & Kajii, Atsushi & Polak, Ben, 2001. "Different notions of disappointment aversion," Economics Letters, Elsevier, vol. 70(2), pages 203-208, February.
  66. Michel Le Breton & Eugenio Peluso, 2009. "Third-degree stochastic dominance and inequality measurement," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 7(3), pages 249-268, September.
  67. Nakamura, Yutaka, 2001. "Totally convex preferences for gambles," Mathematical Social Sciences, Elsevier, vol. 42(3), pages 295-305, November.
  68. Chenghu Ma & Wing-Keung Wong, 2013. "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.
  69. Ulrich Schmidt, 2001. "Lottery Dependent Utility: a Reexamination," Theory and Decision, Springer, vol. 50(1), pages 35-58, February.
  70. Simone Cerreia-Vioglio & David Dillenberger & Pietro ortoleva, 2013. "Cautious Expected Utility and the Certainty Effect," Working Papers 488, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  71. Zvi Safra & Uzi Segal, 2009. "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.
  72. Marc Willinger, 1990. "La rénovation des fondements de l'utilité et du risque," Revue Économique, Programme National Persée, vol. 41(1), pages 5-48.
  73. Alaoui, Larbi, 2008. "The value of useless information," MPRA Paper 11411, University Library of Munich, Germany.
  74. Helga Fehr-Duda & Thomas Epper, 2012. "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.
  75. Costis Skiadas, 1991. "Conditioning and Aggregation of Preferences," Discussion Papers 1010, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  76. 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.
  77. Rui Castro & Claudio Campanale & Gian Luca Clementi, 2007. "Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences," 2007 Meeting Papers 503, Society for Economic Dynamics.
  78. Freddy Delbaen & Fabio Bellini & Valeria Bignozzi & Johanna F. Ziegel, 2014. "Risk measures with the CxLS property," Papers 1411.0426, arXiv.org.
  79. Neilson William S., 1994. "Second Price Auctions without Expected Utility," Journal of Economic Theory, Elsevier, vol. 62(1), pages 136-151, February.
  80. Liang Zou, 2006. "An Alternative to Prospect Theory," Annals of Economics and Finance, Society for AEF, vol. 7(1), pages 1-28, May.
  81. Klishchuk, Bogdan, 2015. "New conditions for the existence of Radner equilibrium with infinitely many states," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 67-73.
  82. Zvi Safra & Uzi Segal, 2008. "Calibration Results for Betweenness Functionals," Boston College Working Papers in Economics 683, Boston College Department of Economics.
  83. 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.
  84. Chris Starmer, 2000. "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.
  85. Todd Sarver, 2012. "Optimal Reference Points and Anticipation," Discussion Papers 1566, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  86. 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.
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