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Risk Premiums for Decision Regret
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Cited by:
- Wong, Kit Pong, 2015. "A regret theory of capital structure," Finance Research Letters, Elsevier, vol. 12(C), pages 48-57.
- Wong, Kit Pong, 2014. "Fixed versus variable rate loans under regret aversion," Economic Modelling, Elsevier, vol. 42(C), pages 140-145.
- Aurélien Baillon & Han Bleichrodt & Alessandra Cillo, 2015.
"A Tailor-Made Test of Intransitive Choice,"
Operations Research, INFORMS, vol. 63(1), pages 198-211, February.
- Aurélien Baillon & Han Bleichrodt & Alessandra Cillo, 2013. "A Tailor-Made Test of Intransitive Choice," Working Papers 496, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Bertrand, Philippe & Prigent, Jean-luc, 2019.
"On the optimality of path-dependent structured funds: The cost of standardization,"
European Journal of Operational Research, Elsevier, vol. 277(1), pages 333-350.
- Philippe Bertrand & Jean-Luc Prigent, 2019. "On the optimality of path-dependent structured funds: The cost of standardization," Post-Print hal-02492961, HAL.
- Junyi Chai, 2021. "Measuring happiness under interpersonal comparison: An advanced theoretical framework and implications," PLOS ONE, Public Library of Science, vol. 16(12), pages 1-19, December.
- van de Ven, Niels & Zeelenberg, Marcel, 2011. "Regret aversion and the reluctance to exchange lottery tickets," Journal of Economic Psychology, Elsevier, vol. 32(1), pages 194-200, February.
- Kit Pong Wong, 2020. "Optimal nonlinear pricing by a regret‐averse monopoly," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 41(7), pages 1156-1161, October.
- Wong, Kit Pong, 2012. "Production and insurance under regret aversion," Economic Modelling, Elsevier, vol. 29(4), pages 1154-1160.
- Lucia Marchegiani & Tommaso Reggiani & Matteo Rizzolli, 2013. "Severity vs. Leniency Bias in Performance Appraisal: Experimental evidence," BEMPS - Bozen Economics & Management Paper Series BEMPS01, Faculty of Economics and Management at the Free University of Bozen.
- Christian Gollier, 2020.
"Aversion to risk of regret and preference for positively skewed risks,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(4), pages 913-941, November.
- Gollier, Christian, 2016. "Aversion to risk of regret and preference for positively skewed risks," TSE Working Papers 16-646, Toulouse School of Economics (TSE), revised Sep 2016.
- Christian Gollier, 2020. "Aversion to risk of regret and preference for positively skewed risks," Post-Print hal-03142627, HAL.
- Broll, Udo & Welzel, Peter & Wong, Kit Pong, 2014. "Multinational firm, exchange rate risk and the impact of regret on trade," Dresden Discussion Paper Series in Economics 04/14, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Udo Broll & Peter Welzel & Kit Pong Wong, 2016. "Regret theory and the competitive firm revisited," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(3), pages 481-487, December.
- Emmanuelle Gabillon, 2022. "Regret aversion and information aversion," Working Papers hal-03898012, HAL.
- Qin, Jie, 2015. "A model of regret, investor behavior, and market turbulence," Journal of Economic Theory, Elsevier, vol. 160(C), pages 150-174.
- Wong, Kit Pong, 2014. "Regret theory and the competitive firm," Economic Modelling, Elsevier, vol. 36(C), pages 172-175.
- Michenaud, Sébastien & Solnik, Bruno, 2008. "Applying regret theory to investment choices: Currency hedging decisions," Journal of International Money and Finance, Elsevier, vol. 27(5), pages 677-694, September.
- Zheng, Jiakun, 2021. "Willingness to pay for reductions in health risks under anticipated regret," Journal of Health Economics, Elsevier, vol. 78(C).
- Marchegiani, Lucia & Reggiani, Tommaso & Rizzolli, Matteo, 2016.
"Loss averse agents and lenient supervisors in performance appraisal,"
Journal of Economic Behavior & Organization, Elsevier, vol. 131(PA), pages 183-197.
- Lucia Marchegiani & Tommaso Reggiani & Matteo Rizzolli, 2016. "Loss Averse Agents and Lenient Supervisors in Performance Appraisal," CERBE Working Papers wpC11, CERBE Center for Relationship Banking and Economics.
- Koehler, Jonathan J. & Gershoff, Andrew D., 2003. "Betrayal aversion: When agents of protection become agents of harm," Organizational Behavior and Human Decision Processes, Elsevier, vol. 90(2), pages 244-261, March.
- Richard Engelbrecht-Wiggans & Elena Katok, 2009. "A Direct Test of Risk Aversion and Regret in First Price Sealed-Bid Auctions," Decision Analysis, INFORMS, vol. 6(2), pages 75-86, June.
- Rick Harbaugh, 2005. "Prospect Theory or Skill Signaling?," Working Papers 2005-06, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Udo Broll & Peter Welzel & Kit Pong Wong, 2024. "Hedging and the regret theory of the firm," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 47(1), pages 259-273, June.
- Zeelenberg, Marcel & Pieters, Rik, 2004. "Consequences of regret aversion in real life: The case of the Dutch postcode lottery," Organizational Behavior and Human Decision Processes, Elsevier, vol. 93(2), pages 155-168, March.
- Elard, Ilaf, 2020. "Three-player sovereign debt negotiations," International Economics, Elsevier, vol. 164(C), pages 217-240.
- Entrop, Oliver & Fuchs, Fabian U., 2020. "Foreign exchange rate exposure of companies under dynamic regret," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-40-20, University of Passau, Faculty of Business and Economics.
- Daniel Krähmer & Rebecca Stone, 2013. "Anticipated regret as an explanation of uncertainty aversion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(2), pages 709-728, March.
- Cade Massey & Richard H. Thaler, 2013. "The Loser's Curse: Decision Making and Market Efficiency in the National Football League Draft," Management Science, INFORMS, vol. 59(7), pages 1479-1495, July.
- van de Calseyde, Philippe P.F.M. & Zeelenberg, Marcel & Evers, Ellen R.K., 2018. "The impact of doubt on the experience of regret," Organizational Behavior and Human Decision Processes, Elsevier, vol. 149(C), pages 97-110.
- Dejan Makovšek & Marian Moszoro, 2018.
"Risk pricing inefficiency in public–private partnerships,"
Transport Reviews, Taylor & Francis Journals, vol. 38(3), pages 298-321, May.
- Makovsek, Dejan & Moszoro, Marian W., 2017. "Risk pricing inefficiency in public-private partnerships," MPRA Paper 101574, University Library of Munich, Germany.
- Philipp M. Möller, 2018. "Drawdown Measures And Return Moments," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(07), pages 1-42, November.
- Emmanuelle GABILLON, 2020. "When choosing is painful: anticipated regret and psychological opportunity cost," Bordeaux Economics Working Papers 2020-04, Bordeaux School of Economics (BSE).
- Weber, Elke U., 1989. "A Behavioral Approach To Decision Making Under Uncertainty: Implications And Lessons For Expected Utility Theory," 1989 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, April 9-12, 1989, Sanibel Island, Florida 271520, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk.
- Berger, Paul D & Smith, Gerald E, 1998. "The Impact of Prospect Theory Based Framing Tactics on Advertising Effectiveness," Omega, Elsevier, vol. 26(5), pages 593-609, October.
- Stefanescu, Razvan & Dumitriu, Ramona, 2013. "Procese decizionale în cadrul managementului riscurilor [Decision – making Processes in the Risk Management]," MPRA Paper 50754, University Library of Munich, Germany, revised 17 Oct 2013.
- Julio J. Rotemberg, 2011.
"Fair Pricing,"
Journal of the European Economic Association, European Economic Association, vol. 9(5), pages 952-981, October.
- Julio J. Rotemberg, 2004. "Fair Pricing," NBER Working Papers 10915, National Bureau of Economic Research, Inc.
- Emmanuelle GABILLON, 2022. "Regret aversion and information aversion," Bordeaux Economics Working Papers 2022-12, Bordeaux School of Economics (BSE).
- Enrico G. De Giorgi & Thierry Post, 2011.
"Loss Aversion with a State-Dependent Reference Point,"
Management Science, INFORMS, vol. 57(6), pages 1094-1110, June.
- Enrico G. De Giorgi & Thierry Post, 2010. "Loss aversion with a state-dependent reference point," University of St. Gallen Department of Economics working paper series 2010 2010-23, Department of Economics, University of St. Gallen.
- Michael Braun & Alexander Muermann, 2004. "The Impact of Regret on the Demand for Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 71(4), pages 737-767, December.
- Jiakun Zheng, 2021. "Willingness to pay for reductions in health risks under anticipated regret," Post-Print hal-04227414, HAL.
- Tapiero, Charles S., 2005. "Value at risk and inventory control," European Journal of Operational Research, Elsevier, vol. 163(3), pages 769-775, June.
- Andreas Herrmann & Frank Huber & Martin Wricke, 1999. "Die Herausbildung von Zufriedenheits-urteilen bei Alternativenbetrachtung," Schmalenbach Journal of Business Research, Springer, vol. 51(7), pages 677-692, July.
- Pope, Robin, 2004. "Biases from omitted risk effects in standard gamble utilities," Journal of Health Economics, Elsevier, vol. 23(4), pages 695-735, July.
- Vicki M. Bier & Simon French, 2020. "From the Editors: Decision Analysis Focus and Trends," Decision Analysis, INFORMS, vol. 17(1), pages 1-8, March.
- Cooper, David J. & Rege, Mari, 2011. "Misery loves company: Social regret and social interaction effects in choices under risk and uncertainty," Games and Economic Behavior, Elsevier, vol. 73(1), pages 91-110, September.
- Wong, Kit Pong, 2011. "Regret theory and the banking firm: The optimal bank interest margin," Economic Modelling, Elsevier, vol. 28(6), pages 2483-2487.
- Broll, Udo & Welzel, Peter & Wong, Kit Pong, 2017. "The firm under regret aversion," CEPIE Working Papers 03/17, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
- Broll, Udo & Welzel, Peter & Wong, Kit Pong, 2020. "Regret aversion and asymmetric price distribution," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
- Shawn P. Curley & Stephen A. Eraker & J. Frank Yates, 1984. "An Investigation of Patient's Reactions to Therapeutic Uncertainty," Medical Decision Making, , vol. 4(4), pages 501-511, December.
- Philippe Delquié & Alessandra Cillo, 2006. "Disappointment without prior expectation: a unifying perspective on decision under risk," Journal of Risk and Uncertainty, Springer, vol. 33(3), pages 197-215, December.
- Humphrey, Steven J., 2004. "Feedback-conditional regret theory and testing regret-aversion in risky choice," Journal of Economic Psychology, Elsevier, vol. 25(6), pages 839-857, December.
- Niladri Syam & Partha Krishnamurthy & James D. Hess, 2008. "What I Thought I Wanted? Miswanting and Regret for a Standard Good in a Mass-Customized World," Marketing Science, INFORMS, vol. 27(3), pages 379-397, 05-06.
- Michael Nwogugu, 2020. "Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences," Papers 2005.01709, arXiv.org.
- Servaas van Bilsen & Roger J. A. Laeven & Theo E. Nijman, 2020. "Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level," Management Science, INFORMS, vol. 66(9), pages 3927-3955, September.
- Jeeva Somasundaram & Enrico Diecidue, 2017. "Regret theory and risk attitudes," Journal of Risk and Uncertainty, Springer, vol. 55(2), pages 147-175, December.
- Lin, Jyh-Horng & Hung, Wei-Ming, 2013. "A barrier option framework for bank interest margin management under anticipatory regret aversion," Economic Modelling, Elsevier, vol. 33(C), pages 794-801.
- Andreas Herrmann & Frank Huber & Christian Seilheimer, 2003. "Die Qual der Wahl: Die Bedeutung des Regret bei Kaufentscheidungen," Schmalenbach Journal of Business Research, Springer, vol. 55(3), pages 224-249, May.
- Broll Udo & Wong Kit Pong & Welzel Peter, 2016.
"The Impact of Regret on Exports,"
German Economic Review, De Gruyter, vol. 17(2), pages 192-205, May.
- Udo Broll & Peter Welzel & Kit Pong Wong, 2016. "The Impact of Regret on Exports," German Economic Review, Verein für Socialpolitik, vol. 17(2), pages 192-205, May.
- Hirigoyen, Gérard & Labaki, Rania, 2012. "The role of regret in the owner-manager decision-making in the family business: A conceptual approach," Journal of Family Business Strategy, Elsevier, vol. 3(2), pages 118-126.
- STROE Andreea Mihaela & JIROVEANU Daniel Constantin, 2013. "Perspectives About The Anticipation Of Consumer Behavior- The Key Element In Selling Insurance," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 65(6), pages 196-215.
- Han Bleichrodt & Alessandra Cillo & Enrico Diecidue, 2010. "A Quantitative Measurement of Regret Theory," Management Science, INFORMS, vol. 56(1), pages 161-175, January.
- Michele Fioretti & Alexander Vostroknutov & Giorgio Coricelli, 2022.
"Dynamic Regret Avoidance,"
American Economic Journal: Microeconomics, American Economic Association, vol. 14(1), pages 70-93, February.
- Michele Fioretti & Alexander Vostroknutov & Giorgio Coricelli, 2022. "Dynamic Regret Avoidance," SciencePo Working papers Main hal-03562318, HAL.
- Michele Fioretti & Alexander Vostroknutov & Giorgio Coricelli, 2022. "Dynamic Regret Avoidance," Post-Print hal-03562318, HAL.
- Xiao, Haohan & Xu, Meng, 2022. "Modelling bidding behaviors in shared parking auctions considering anticipated regrets," Transportation Research Part A: Policy and Practice, Elsevier, vol. 161(C), pages 88-106.
- Gabillon, Emmanuelle, 2020. "When choosing is painful: Anticipated regret and psychological opportunity cost," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 644-659.
- Daniela Raeva & Eric van Dijk & Marcel Zeelenberg, 2011. "How comparing decision outcomes affects subsequent decisions: The carry-over of a comparative mind-set," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 6(4), pages 343-350, June.
- Diecidue, Enrico & Somasundaram, Jeeva, 2017. "Regret theory: A new foundation," Journal of Economic Theory, Elsevier, vol. 172(C), pages 88-119.
- Marc Scholten & Daniel Read & Neil Stewart, 2019. "The framing of nothing and the psychology of choice," Journal of Risk and Uncertainty, Springer, vol. 59(2), pages 125-149, October.
- Zeelenberg, M. & Pieters, R., 2004. "Consequences of regret aversion in real life : The case of the Dutch postcode lottery," Other publications TiSEM d16cb90a-f96c-4fce-b4c7-4, Tilburg University, School of Economics and Management.
- Wellington Garikai Bonga & Ledwin Chimwai & Puruweti Siyakiya & Ireen Choga, 2022. "Stock Market Volatility in Zimbabwe Stock Exchange during Pandemic Period," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 10(2), pages 68-82.
- Hong-Yi Chen & Hsiao-Yin Chen, 2016. "Inconsistent Bond Pricing in a Rational Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(03), pages 1-17, September.
- Richard Engelbrecht-Wiggans & Elena Katok, 2008. "Regret and Feedback Information in First-Price Sealed-Bid Auctions," Management Science, INFORMS, vol. 54(4), pages 808-819, April.
- Lu Li, 2021. "Opening up the black box: Technological transparency and prevention," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(3), pages 665-693, September.
- Broll, Udo & Welzel, Peter & Wong, Kit Pong, 2019. "Hedging and the regret theory of the competitive firm," CEPIE Working Papers 05/19, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
- Connolly, Terry & Ordonatez, Lisa D. & Coughlan, Richard, 1997. "Regret and Responsibility in the Evaluation of Decision Outcomes," Organizational Behavior and Human Decision Processes, Elsevier, vol. 70(1), pages 73-85, April.
- Thomas A. Rietz, 1991. "Arbitrage," Discussion Papers 958, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Ashok K. Mishra & Mike G. Tsionas, 2020. "A Minimax Regret Approach to Decision Making Under Uncertainty," Journal of Agricultural Economics, Wiley Blackwell, vol. 71(3), pages 698-718, September.
- Kit Pong Wong, 2023. "A regret theory of investment timing under asymmetric information," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(3), pages 1669-1677, April.
- Udo Broll & Peter Welzel & Kit Wong, 2015. "Exchange Rate Risk and the Impact of Regret on Trade," Open Economies Review, Springer, vol. 26(1), pages 109-119, February.
- Meng Li & Yan Liu, 2022. "Managerial Regret and Inventory Pricing," Management Science, INFORMS, vol. 68(6), pages 4398-4414, June.
- Emmanuelle Gabillon, 2018. "When Choosing is Painful: A Psychological Opportunity Cost Model," Cahiers du GREThA (2007-2019) 2018-18, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
- Korn, Olaf & Rieger, Marc Oliver, 2019. "Hedging with regret," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 192-205.
- Meng Li & Tao Li, 2022. "AI Automation and Retailer Regret in Supply Chains," Production and Operations Management, Production and Operations Management Society, vol. 31(1), pages 83-97, January.
- van Bilsen, Servaas & Laeven, Roger J.A., 2020. "Dynamic consumption and portfolio choice under prospect theory," Insurance: Mathematics and Economics, Elsevier, vol. 91(C), pages 224-237.
- Matos, Manuel A., 2007. "Decision under risk as a multicriteria problem," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1516-1529, September.
- Shih, Eric & Schau, Hope Jensen, 2011. "To Justify or Not to Justify: The Role of Anticipated Regret on Consumers’ Decisions to Upgrade Technological Innovations," Journal of Retailing, Elsevier, vol. 87(2), pages 242-251.
- Jacqueline Volkman Wise, 2013. "Pension Portfolio Choice and Peer Envy," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(2), pages 461-489, June.
- Emmanuel PETIT & Anna TCHERKASSOF & Xavier GASSMANN, 2011. "Anticipated regret and self-esteem in the Allais paradox," Cahiers du GREThA (2007-2019) 2011-25, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
- Eric Giraud-Héraud & Maria Aguiar Fontes & Alexandra Seabra Pinto, 2014. "Crise sanitaires de l'alimentation et analyses comportementales," Working Papers hal-00949126, HAL.
- Krähmer, Daniel & Stone, Rebecca, 2005. "Regret in Dynamic Decision Problems," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 71, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Bruno Solnik & Luo Zuo, 2012. "A Global Equilibrium Asset Pricing Model with Home Preference," Management Science, INFORMS, vol. 58(2), pages 273-292, February.
- repec:cup:judgdm:v:6:y:2011:i:4:p:343-350 is not listed on IDEAS
- Michele Fioretti & Alexander Vostroknutov & Giorgio Coricelli, 2022. "Dynamic Regret Avoidance," SciencePo Working papers hal-03562318, HAL.
- Baule, Rainer & Korn, Olaf & Kuntz, Laura-Chloé, 2019. "Markowitz with regret," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 1-24.