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Mixture Symmetry and Quadratic Utility

Citations

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Cited by:

  1. McCarthy, David & Mikkola, Kalle & Thomas, Teruji, 2020. "Utilitarianism with and without expected utility," Journal of Mathematical Economics, Elsevier, vol. 87(C), pages 77-113.
  2. Dillenberger, David & Segal, Uzi, 2017. "Skewed noise," Journal of Economic Theory, Elsevier, vol. 169(C), pages 344-364.
  3. Hey, John D. & Carbone, Enrica, 1995. "Stochastic choice with deterministic preferences: An experimental investigation," Economics Letters, Elsevier, vol. 47(2), pages 161-167, February.
  4. Matthew D. Rablen, 2023. "Loss Aversion, Risk Aversion, and the Shape of the Probability Weighting Function," Working Papers 2023013, The University of Sheffield, Department of Economics.
  5. V. I. Yukalov & D. Sornette, 2012. "Quantum decision making by social agents," Papers 1202.4918, arXiv.org, revised Oct 2015.
  6. Pavlo Blavatskyy, 2012. "Probabilistic choice and stochastic dominance," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(1), pages 59-83, May.
  7. Grant, Simon & Kajii, Atsushi & Polak, Ben, 1998. "Intrinsic Preference for Information," Journal of Economic Theory, Elsevier, vol. 83(2), pages 233-259, December.
  8. Aurélien Baillon & Han Bleichrodt & Vitalie Spinu, 2020. "Searching for the Reference Point," Management Science, INFORMS, vol. 66(1), pages 93-112, January.
  9. Heufer, Jan, 2013. "Quasiconcave preferences on the probability simplex: A nonparametric analysis," Mathematical Social Sciences, Elsevier, vol. 65(1), pages 21-30.
  10. Machina, Mark J, 2001. "Payoff Kinks in Preferences over Lotteries," Journal of Risk and Uncertainty, Springer, vol. 23(3), pages 207-260, November.
  11. Kin Chung Lo, 1996. "Weighted and quadratic models of choice under uncertainty," Economics Letters, Elsevier, vol. 50(3), pages 381-386, March.
  12. Kfir Eliaz & Debraj Ray & Ronny Razin, 2006. "Choice Shifts in Groups: A Decision-Theoretic Basis," American Economic Review, American Economic Association, vol. 96(4), pages 1321-1332, September.
  13. Qu, Xiangyu, 2017. "Subjective mean–variance preferences without expected utility," Mathematical Social Sciences, Elsevier, vol. 87(C), pages 31-39.
  14. Uzi Segal, 2021. "For all or exists?," Boston College Working Papers in Economics 1034, Boston College Department of Economics.
  15. Zvi Safra & Uzi Segal, 2008. "Calibration Results for Non-Expected Utility Theories," Econometrica, Econometric Society, vol. 76(5), pages 1143-1166, September.
  16. Chew, Soo Hong & Sagi, Jacob S., 2012. "An inequality measure for stochastic allocations," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1517-1544.
  17. Bodo Herzog, 2015. "Anchoring of expectations: The role of credible targets in a game experiment," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 3(6), pages 1-15, December.
  18. Bikhchandani, Sushil & Segal, Uzi, 2014. "Transitive regret over statistically independent lotteries," Journal of Economic Theory, Elsevier, vol. 152(C), pages 237-248.
  19. Soo Hong Chew & Jacob S. Sagi, 2022. "A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 397-422, September.
  20. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2017. "Stochastic Dominance Analysis Without the Independence Axiom," Management Science, INFORMS, vol. 63(4), pages 1097-1109, April.
  21. Safra, Zvi & Segal, Uzi, 2024. "Large compound lotteries," Journal of Mathematical Economics, Elsevier, vol. 113(C).
  22. List, John A. & Mason, Charles F., 2011. "Are CEOs expected utility maximizers?," Journal of Econometrics, Elsevier, vol. 162(1), pages 114-123, May.
  23. Simon Grant & Atsushi Kajii & Ben Polak, 1996. "Preference for Information," Cowles Foundation Discussion Papers 1114, Cowles Foundation for Research in Economics, Yale University.
  24. Zvi Safra & Uzi Segal, 2020. "Calibration Results for Incomplete Preferences," Revue économique, Presses de Sciences-Po, vol. 71(2), pages 323-330.
  25. Herweg, Fabian & Müller, Daniel, 2021. "A comparison of regret theory and salience theory for decisions under risk," Journal of Economic Theory, Elsevier, vol. 193(C).
  26. Tangian, A. S., 2002. "Constructing a quasi-concave quadratic objective function from interviewing a decision maker," European Journal of Operational Research, Elsevier, vol. 141(3), pages 608-640, September.
  27. Paul Feldman & John Rehbeck, 2022. "Revealing a preference for mixtures: An experimental study of risk," Quantitative Economics, Econometric Society, vol. 13(2), pages 761-786, May.
  28. Charles Mason & Jason Shogren & Chad Settle & John List, 2005. "Investigating Risky Choices Over Losses Using Experimental Data," Journal of Risk and Uncertainty, Springer, vol. 31(2), pages 187-215, September.
  29. Blavatskyy, Pavlo, 2018. "Fechner’s strong utility model for choice among n>2 alternatives: Risky lotteries, Savage acts, and intertemporal payoffs," Journal of Mathematical Economics, Elsevier, vol. 79(C), pages 75-82.
  30. Rose‐Anne Dana, 2005. "A Representation Result For Concave Schur Concave Functions," Mathematical Finance, Wiley Blackwell, vol. 15(4), pages 613-634, October.
  31. John D. Hey, 2018. "Why We Should Not Be Silent About Noise," World Scientific Book Chapters, in: Experiments in Economics Decision Making and Markets, chapter 13, pages 309-329, World Scientific Publishing Co. Pte. Ltd..
  32. David Freeman, 2013. "Revealed Preference Foundations of Expectations-Based Reference-Dependence," Discussion Papers dp13-10, Department of Economics, Simon Fraser University.
  33. Louis Lévy-Garboua & Hela Maafi & David Masclet & Antoine Terracol, 2012. "Risk aversion and framing effects," Experimental Economics, Springer;Economic Science Association, vol. 15(1), pages 128-144, March.
  34. David Buschena & David Zilberman, 2008. "Generalized expected utility, heteroscedastic error, and path dependence in risky choice," Journal of Risk and Uncertainty, Springer, vol. 36(2), pages 201-201, April.
  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. Ferro, Giuseppe M. & Kovalenko, Tatyana & Sornette, Didier, 2021. "Quantum decision theory augments rank-dependent expected utility and Cumulative Prospect Theory," Journal of Economic Psychology, Elsevier, vol. 86(C).
  37. ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX Christian, 2003. "Aversion Analysis," Cahiers de recherche 2003-06, Universite de Montreal, Departement de sciences economiques.
    • ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX, Christian, 2003. "Aversion Analysis," Cahiers de recherche 04-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  38. Harless, David W & Camerer, Colin F, 1994. "The Predictive Utility of Generalized Expected Utility Theories," Econometrica, Econometric Society, vol. 62(6), pages 1251-1289, November.
  39. John D. Hey, 2018. "Experimental investigations of errors in decision making under risk," World Scientific Book Chapters, in: Experiments in Economics Decision Making and Markets, chapter 17, pages 381-388, World Scientific Publishing Co. Pte. Ltd..
  40. Chen, Alice & Lakdawalla, Darius N., 2019. "Healing the poor: The influence of patient socioeconomic status on physician supply responses," Journal of Health Economics, Elsevier, vol. 64(C), pages 43-54.
  41. David Dillenberger & Uzi Segal, 2021. "Allocation Mechanisms without Reduction," American Economic Review: Insights, American Economic Association, vol. 3(4), pages 455-470, December.
  42. David Dillenberger & Colin Raymond, 2016. "Group-Shift and the Consensus Effect, Second Version," PIER Working Paper Archive 16-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 30 Sep 2016.
  43. 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.
  44. Blavatskyy, Pavlo, 2013. "Which decision theory?," Economics Letters, Elsevier, vol. 120(1), pages 40-44.
  45. Blavatskyy, Pavlo R., 2008. "Stochastic utility theorem," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1049-1056, December.
  46. Chew, Soo Hong & Miao, Bin & Shen, Qiang & Zhong, Songfa, 2022. "Multiple-switching behavior in choice-list elicitation of risk preference," Journal of Economic Theory, Elsevier, vol. 204(C).
  47. Paola Manzini & Marco Mariotti, 2008. "On the Representation of Incomplete Preferences Over Risky Alternatives," Theory and Decision, Springer, vol. 65(4), pages 303-323, December.
  48. Safra, Zvi & Segal, Uzi, 1995. "How complicated are betweenness preferences?," Journal of Mathematical Economics, Elsevier, vol. 24(4), pages 371-381.
  49. Ralf Diedrich, 2024. "Combining Savage and Laplace: a new approach to ambiguity," Theory and Decision, Springer, vol. 97(3), pages 423-453, November.
  50. Safra, Zvi & Segal, Uzi, 1998. "Constant Risk Aversion," Journal of Economic Theory, Elsevier, vol. 83(1), pages 19-42, November.
  51. Curry, Philip A., 2001. "Decision Making under Uncertainty and the Evolution of Interdependent Preferences," Journal of Economic Theory, Elsevier, vol. 98(2), pages 357-369, June.
  52. 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.
  53. Ulrich Schmidt, 2001. "Lottery Dependent Utility: a Reexamination," Theory and Decision, Springer, vol. 50(1), pages 35-58, February.
  54. Ma, Sinong & Safra, Zvi, 2016. "Fairness and Utilitarianism without Independence," CRETA Online Discussion Paper Series 20, Centre for Research in Economic Theory and its Applications CRETA.
  55. Keyu Wu & Ernst Fehr & Sean Hofland & Martin Schonger, 2024. "On the Psychological Foundations of Ambiguity and Compound Risk Aversion," CESifo Working Paper Series 11150, CESifo.
  56. 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.
  57. Zhou, Jing, 2024. "Does correlation matter in probability matching? A laboratory investigation," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 876-894.
  58. Andranik Tangian & Josef Gruber, "undated". "Constructing Quadratic, Polynomial, and Separable Objective Functions," Computing in Economics and Finance 1996 _056, Society for Computational Economics.
  59. Daniel R. Burghart, 2020. "The two faces of independence: betweenness and homotheticity," Theory and Decision, Springer, vol. 88(4), pages 567-593, May.
  60. Qianjie Geng & Yudong Wang, 2021. "Futures Hedging in CSI 300 Markets: A Comparison Between Minimum-Variance and Maximum-Utility Frameworks," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 719-742, February.
  61. O'Callaghan, Patrick, 2017. "Axioms for Measuring without mixing apples and Oranges," MPRA Paper 81196, University Library of Munich, Germany.
  62. 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.
  63. 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.
  64. Xi Zhi Lim, 2021. "Ordered Reference Dependent Choice," Papers 2105.12915, arXiv.org, revised Feb 2024.
  65. Tangian, Andranik, 2001. "Constructing a monotonic quadratic objective function in n variables from a few two-dimensional indifferences," European Journal of Operational Research, Elsevier, vol. 130(2), pages 276-304, April.
  66. Giuseppe M Ferro & Didier Sornette, 2020. "Stochastic representation decision theory: How probabilities and values are entangled dual characteristics in cognitive processes," PLOS ONE, Public Library of Science, vol. 15(12), pages 1-26, December.
  67. Pavlo Blavatskyy, 2021. "Probabilistic independence axiom," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 46(1), pages 21-34, March.
  68. Pavlo Blavatskyy, 2018. "A second-generation disappointment aversion theory of decision making under risk," Theory and Decision, Springer, vol. 84(1), pages 29-60, January.
  69. Blavatskyy, Pavlo R., 2012. "The Troika paradox," Economics Letters, Elsevier, vol. 115(2), pages 236-239.
  70. Bin Miao & Songfa Zhong, 2018. "Probabilistic social preference: how Machina’s Mom randomizes her choice," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(1), pages 1-24, January.
  71. Liang Zou, 2006. "An Alternative to Prospect Theory," Annals of Economics and Finance, Society for AEF, vol. 7(1), pages 1-28, May.
  72. Pavlo R. Blavatskyy, 2020. "Dual choice axiom and probabilistic choice," Journal of Risk and Uncertainty, Springer, vol. 61(1), pages 25-41, August.
  73. Dillenberger, David & Raymond, Collin, 2019. "On the consensus effect," Journal of Economic Theory, Elsevier, vol. 183(C), pages 384-416.
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