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The Comonotonic Sure-Thing Principle

Citations

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Cited by:

  1. repec:dau:papers:123456789/2348 is not listed on IDEAS
  2. Castagnoli, Erio & LiCalzi, Marco, 2006. "Benchmarking real-valued acts," Games and Economic Behavior, Elsevier, vol. 57(2), pages 236-253, November.
  3. Horst Zank, 2001. "Cumulative Prospect Theory for Parametric and Multiattribute Utilities," Mathematics of Operations Research, INFORMS, vol. 26(1), pages 67-81, February.
  4. Schmidt, Ulrich & Zank, Horst, 2009. "A simple model of cumulative prospect theory," Journal of Mathematical Economics, Elsevier, vol. 45(3-4), pages 308-319, March.
  5. Machina, Mark J, 2001. "Payoff Kinks in Preferences over Lotteries," Journal of Risk and Uncertainty, Springer, vol. 23(3), pages 207-260, November.
  6. Zank H., 1998. "Cumulative Prospect Theory for Parametric and Multiattribute Utilities," Research Memorandum 008, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  7. Birnbaum, Michael H. & Patton, Jamie N. & Lott, Melissa K., 1999. "Evidence against Rank-Dependent Utility Theories: Tests of Cumulative Independence, Interval Independence, Stochastic Dominance, and Transitivity, , , ," Organizational Behavior and Human Decision Processes, Elsevier, vol. 77(1), pages 44-83, January.
  8. 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.
  9. Craig Webb, 2015. "Piecewise additivity for non-expected utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 60(2), pages 371-392, October.
  10. Izhakian, Yehuda, 2020. "A theoretical foundation of ambiguity measurement," Journal of Economic Theory, Elsevier, vol. 187(C).
  11. Denis Bouyssou & Marc Pirlot, 2008. "On some ordinal models for decision making under uncertainty," Annals of Operations Research, Springer, vol. 163(1), pages 19-48, October.
  12. Mohammed Abdellaoui & Horst Zank, 2023. "Source and rank-dependent utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 949-981, May.
  13. Olivier L’Haridon & Lætitia Placido, 2010. "Betting on Machina’s reflection example: an experiment on ambiguity," Theory and Decision, Springer, vol. 69(3), pages 375-393, September.
  14. repec:dau:papers:123456789/1024 is not listed on IDEAS
  15. Yehuda Izhakian, 2012. "Ambiguity Measurement," Working Papers 12-01, New York University, Leonard N. Stern School of Business, Department of Economics.
  16. G. Carlier & R. Dana, 2008. "Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(2), pages 189-223, August.
  17. Izhakian, Yehuda, 2017. "Expected utility with uncertain probabilities theory," Journal of Mathematical Economics, Elsevier, vol. 69(C), pages 91-103.
  18. Bommier, Antoine, 2017. "A dual approach to ambiguity aversion," Journal of Mathematical Economics, Elsevier, vol. 71(C), pages 104-118.
  19. Dean, Mark & Ortoleva, Pietro, 2017. "Allais, Ellsberg, and preferences for hedging," Theoretical Economics, Econometric Society, vol. 12(1), January.
  20. Puccetti, Giovanni & Scarsini, Marco, 2010. "Multivariate comonotonicity," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 291-304, January.
  21. Carlier Guillaume & Dana Rose-Anne, 2006. "Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints," Statistics & Risk Modeling, De Gruyter, vol. 24(1/2006), pages 1-26, July.
  22. Grant, S. & Quiggin, J., 2001. "A Model-Free Definition of Increasing Uncertainty," Discussion Paper 2001-84, Tilburg University, Center for Economic Research.
  23. Adam Oliver, 2003. "Testing rank‐dependent utility theory for health outcomes," Health Economics, John Wiley & Sons, Ltd., vol. 12(10), pages 863-871, October.
  24. Craig Webb, 2013. "Bargaining with subjective mixtures," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(1), pages 15-39, January.
  25. LiCalzi, Marco, 1998. "Variations on the measure representation approach," Journal of Mathematical Economics, Elsevier, vol. 29(3), pages 255-269, April.
  26. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2023. "Gain-Loss Hedging and Cumulative Prospect Theory," Papers 2304.14843, arXiv.org.
  27. Birnbaum, Michael H. & Zimmermann, Jacqueline M., 1998. "Buying and Selling Prices of Investments: Configural Weight Model of Interactions Predicts Violations of Joint Independence," Organizational Behavior and Human Decision Processes, Elsevier, vol. 74(2), pages 145-187, May.
  28. Carlier, G., 2008. "Differentiability properties of rank-linear utilities," Journal of Mathematical Economics, Elsevier, vol. 44(1), pages 15-23, January.
  29. Karni, Edi, 2020. "On the indeterminacy of the representation of beliefs by probabilities," Economics Letters, Elsevier, vol. 196(C).
  30. Mark J. Machina, 2009. "Risk, Ambiguity, and the Rank-Dependence Axioms," American Economic Review, American Economic Association, vol. 99(1), pages 385-392, March.
  31. Peter Brooks & Horst Zank, 2005. "Loss Averse Behavior," Journal of Risk and Uncertainty, Springer, vol. 31(3), pages 301-325, December.
  32. 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.
  33. Mikhail Timonin, 2016. "Choquet integral in decision analysis - lessons from the axiomatization," Papers 1611.09926, arXiv.org.
  34. P Brooks & H Zank, 2004. "Attitudes on Gain and Loss Lotteries: A Simple Experiment," Economics Discussion Paper Series 0402, Economics, The University of Manchester.
  35. repec:dau:papers:123456789/2317 is not listed on IDEAS
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