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Temporal risk and the nature of induced preferences
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Cited by:
- Corrao, Roberto & Fudenberg, Drew & Levine, David K., 2024. "On concave functions over lotteries," Journal of Mathematical Economics, Elsevier, vol. 110(C).
- Green, Jerry, 1987. ""Making book against oneself," the Independence Axiom, and Nonlinear Utility Theory," Scholarly Articles 3203640, Harvard University Department of Economics.
- Nocetti, Diego C., 2013. "The LeChatelier principle for changes in risk," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 460-466.
- Boggess, William G., 1987. "On Risk Modeling And Its Implications For Economic Analysis: A Discussion," Regional Research Projects > 1987: S-180 Annual Meeting, March 22-25, 1987, San Antonio, Texas 272334, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
- Drew Fudenberg, 2006.
"Advancing Beyond Advances in Behavioral Economics,"
Journal of Economic Literature, American Economic Association, vol. 44(3), pages 694-711, September.
- Fudenberg, Drew, 2006. "Advancing Beyond "Advances in Behavioral Economics"," Scholarly Articles 3208222, Harvard University Department of Economics.
- Goeree, Jacob K. & Holt, Charles A. & Palfrey, Thomas R., 2002.
"Quantal Response Equilibrium and Overbidding in Private-Value Auctions,"
Journal of Economic Theory, Elsevier, vol. 104(1), pages 247-272, May.
- Palfrey, Thomas R. & Goeree, Jacob & Holt, Charles, 2000. "Quantal Response Equilibrium and Overbidding in Private-value Auctions," Working Papers 1073, California Institute of Technology, Division of the Humanities and Social Sciences.
- Thomas Palfrey, 2002. "Quantal Response Equilibrium and Overbidding in Private Value Auctions," Theory workshop papers 357966000000000089, UCLA Department of Economics.
- Jacob K. Goeree & Charles A. Holt & Thomas R. Palfrey, 2000. "Quantal Response Equilibrium and Overbidding in Private-Value Auctions," Virginia Economics Online Papers 345, University of Virginia, Department of Economics.
- Ola Mahmoud, 2015. "The Temporal Dimension of Risk," Papers 1501.01573, arXiv.org, revised Jun 2016.
- Grant, Simon & Kajii, Atsushi & Polak, Ben, 1998.
"Intrinsic Preference for Information,"
Journal of Economic Theory, Elsevier, vol. 83(2), pages 233-259, December.
- Grant, S & Kajii, A & Polak, B, 1997. "Intrinsic Preference for Information," Papers 323, Australian National University - Department of Economics.
- 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.
- Klaus Nehring, 2006. "Self-Control through Second-Order Preferences," Levine's Bibliography 321307000000000391, UCLA Department of Economics.
- John Hey & Massimo Paradiso., "undated". "Dynamic Choice and Timing-Independence: an experimental investigation," Discussion Papers 99/26, Department of Economics, University of York.
- Larry G. Epstein & Igor Kopylov, 2007. "An axiomatic model of 'cold feet'," RCER Working Papers 533, University of Rochester - Center for Economic Research (RCER).
- Christopher P Chambers & Federico Echenique, 2021.
"A Characterisation of ‘Phelpsian’ Statistical Discrimination,"
The Economic Journal, Royal Economic Society, vol. 131(637), pages 2018-2032.
- Christopher P. Chambers & Federico Echenique, 2018. "A characterization of "Phelpsian" statistical discrimination," Papers 1808.01351, arXiv.org.
- Machina, Mark J, 2001.
"Payoff Kinks in Preferences over Lotteries,"
Journal of Risk and Uncertainty, Springer, vol. 23(3), pages 207-260, November.
- 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.
- Gebhard Geiger, 2020. "Conditional non-expected utility preferences induced by mixture of lotteries: a note on the normative invalidity of expected utility theory," Annals of Operations Research, Springer, vol. 289(2), pages 431-448, June.
- Manea, Mihai, 2008. "Unique induced preference representations," Journal of Mathematical Economics, Elsevier, vol. 44(9-10), pages 951-963, September.
- Jordi Mondria & Climent Quintana‐Domeque, 2013.
"Financial Contagion and Attention Allocation,"
Economic Journal, Royal Economic Society, vol. 123(568), pages 429-454, May.
- Jordi Mondria, 2006. "Financial Contagion and Attention Allocation," Working Papers tecipa-254, University of Toronto, Department of Economics.
- Jordi Mondria, 2006. "Financial Contagion and Attention Allocation," 2006 Meeting Papers 177, Society for Economic Dynamics.
- Jordi Mondria & Climent Quintana Domeque, 2012. "Financial contagion and attention allocation," Working Papers. Serie AD 2012-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- , & ,, 2015.
"Hidden actions and preferences for timing of resolution of uncertainty,"
Theoretical Economics, Econometric Society, vol. 10(2), May.
- Haluk Ergin & Todd Sarver, 2012. "Hidden Actions and Preferences for Timing of Resolution of Uncertainty," Discussion Papers 1567, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Robin Gregory & Lita Furby, 1987. "Auctions, experiments and contingent valuation," Public Choice, Springer, vol. 55(3), pages 273-289, October.
- Becker, Torbjörn, 1995. "Risky Taxes, Budget Balance Preserving Spreads and Precautionary Savings," SSE/EFI Working Paper Series in Economics and Finance 73, Stockholm School of Economics.
- Elie Appelbaum & Parantap Basu, 2010.
"A new methodology for studying the equity premium,"
Annals of Operations Research, Springer, vol. 176(1), pages 109-126, April.
- Parantap Basu & Elie Appelbaum, 2004. "A New Methodology For Studying The Equity Premium," Royal Economic Society Annual Conference 2004 72, Royal Economic Society.
- Elie Appelbaum & Parantap Basu, 2010. "A new methodology for studying the equity premium," Working Papers 2010_3, York University, Department of Economics.
- John D. Hey, 2005.
"Do People (Want To) Plan?,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 52(1), pages 122-138, February.
- John Hey, "undated". "Do People (Want to) Plan?," Discussion Papers 99/22, Department of Economics, University of York.
- Alex Gershkov & Benny Moldovanu & Philipp Strack & Mengxi Zhang, 2021.
"A Theory of Auctions with Endogenous Valuations,"
Journal of Political Economy, University of Chicago Press, vol. 129(4), pages 1011-1051.
- moldovanu, benny, 2018. "A Theory of Auctions with Endogenous Valuations," CEPR Discussion Papers 13259, C.E.P.R. Discussion Papers.
- Benny Moldovanu & Alex Gershkov & Philipp Strack, 2018. "A Theory of Auctions With Endogenous Valuations," CRC TR 224 Discussion Paper Series crctr224_2018_031, University of Bonn and University of Mannheim, Germany.
- Quiggin, John & Chambers, Robert G., 2006.
"Supermodularity and risk aversion,"
Mathematical Social Sciences, Elsevier, vol. 52(1), pages 1-14, July.
- John Quiggin & Robert G. Chambers, 2004. "Supermodularity and Risk Aversion," Risk & Uncertainty Working Papers WPR04_2, Risk and Sustainable Management Group, University of Queensland.
- Quiggin, John & Chambers, Robert G., 2004. "Supermodularity and Risk Aversion," Risk and Sustainable Management Group Working Papers 151161, University of Queensland, School of Economics.
- Christian Gollier & Alexander Muermann, 2010.
"Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment,"
Management Science, INFORMS, vol. 56(8), pages 1272-1284, August.
- Gollier, Christian & Muermann, Alexander, 2006. "Optimal choice and beliefs with ex ante savoring and ex post disappointment," CFS Working Paper Series 2006/28, Center for Financial Studies (CFS).
- Gollier, Christian & Muermann, Alexander, 2006. "Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment," IDEI Working Papers 462, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2009.
- Chavas, Jean-Paul, 1987. "On Risk Modeling And Its Implications For Economic Analysis," Regional Research Projects > 1987: S-180 Annual Meeting, March 22-25, 1987, San Antonio, Texas 272333, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
- Karni, Edi & Schmeidler, David, 1990. "Utility Theory and Uncertainty," Foerder Institute for Economic Research Working Papers 275480, Tel-Aviv University > Foerder Institute for Economic Research.
- Stefan Trautmann, 2010. "Individual fairness in Harsanyi’s utilitarianism: operationalizing all-inclusive utility," Theory and Decision, Springer, vol. 68(4), pages 405-415, April.
- James Andreoni & Charles Sprenger, 2010. "Risk Preferences Are Not Time Preferences: Discounted Expected Utility with a Disproportionate Preference for Certainty," NBER Working Papers 16348, National Bureau of Economic Research, Inc.
- Appelbaum, Elie, 2021. "Asset Demand: A Simple Dual Approach," MPRA Paper 113085, University Library of Munich, Germany.
- Ligon, James A. & Cather, David A., 1997. "The informational value of insurance purchases: Evidence from the property-liability insurance market," Journal of Banking & Finance, Elsevier, vol. 21(7), pages 989-1016, July.
- Edi Karni, 2013. "Bayesian decision theory with action-dependent probabilities and risk attitudes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(2), pages 335-356, June.
- Simon Grant & Atsushi Kajii & Ben Polak, 1996.
"Preference for Information,"
Cowles Foundation Discussion Papers
1114, Cowles Foundation for Research in Economics, Yale University.
- Grant, S. & Polak, B. & Kajii, A., 1996. "Preference for Information," Papers 298, Australian National University - Department of Economics.
- Bardsley, Peter & Harris, Michael, 1987.
"An Approach To The Econometric Estimation Of Attitudes To Risk In Agriculture,"
Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 31(2), pages 1-15, August.
- Peter Bardsley & M. Harris, 1987. "An Approach To The Econometric Estimation Of Attitudes To Risk In Agriculture," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 31(2), pages 112-126, August.
- James E. Smith, 1998. "Evaluating Income Streams: A Decision Analysis Approach," Management Science, INFORMS, vol. 44(12-Part-1), pages 1690-1708, December.
- Chatterjee, Kalyan & Vijay Krishna, R., 2011. "A nonsmooth approach to nonexpected utility theory under risk," Mathematical Social Sciences, Elsevier, vol. 62(3), pages 166-175.
- Chambers, Christopher P. & Liu, Ce & Rehbeck, John, 2020.
"Costly information acquisition,"
Journal of Economic Theory, Elsevier, vol. 186(C).
- Liu, Ce & Chambers, Christopher & Rehbeck, John, 2019. "Costly Information Acquisition," Working Papers 2019-9, Michigan State University, Department of Economics.
- Gollier, Christian, 2005. "Does Flexibility Enhance Risk Tolerance?," IDEI Working Papers 390, Institut d'Économie Industrielle (IDEI), Toulouse.
- George Wu, 1999. "Anxiety and Decision Making with Delayed Resolution of Uncertainty," Theory and Decision, Springer, vol. 46(2), pages 159-199, April.
- Colin F. Camerer & Howard Kunreuther, 1989. "Decision processes for low probability events: Policy implications," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 8(4), pages 565-592.
- Dan Protopopescu, 2007. "Improving the Risk Concept: A Revision of Arrow-Pratt Theory in the Context of Controlled Dynamic Stochastic Environments," UFAE and IAE Working Papers 727.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 03 Dec 2009.
- Yosuke Hashidate, 2018. "Preferences for Randomization and Anticipated Utility," CIRJE F-Series CIRJE-F-1083, CIRJE, Faculty of Economics, University of Tokyo.
- Todd Sarver, 2012. "Optimal Reference Points and Anticipation," Discussion Papers 1566, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Elie Appelbaum, 2000. "Estimating the firm's demand and supply functions under uncertainty without expected utility," Working Papers 2000_5, York University, Department of Economics.
- Amin H. Amershi & Joel S. Demski & John Fellingham, 1985. "Sequential Bayesian Analysis in accounting settings," Contemporary Accounting Research, John Wiley & Sons, vol. 1(2), pages 176-192, March.
- Larry Epstein & Igor Kopylov, 2006. "Cognitive Dissonance and Choice," RCER Working Papers 525, University of Rochester - Center for Economic Research (RCER).
- 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.
- Dillenberger, David & Raymond, Collin, 2019. "On the consensus effect," Journal of Economic Theory, Elsevier, vol. 183(C), pages 384-416.