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Temptations as impulsivity : how far are regret and the Allais paradox from shoplifting?
Khalil, Elias L. - In: Economic modelling 51 (2015), pp. 551-559
Persistent link: https://www.econbiz.de/10011476153
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Quantum decision theory augments rank-dependent expected utility and cumulative prospect theory
Ferro, Giuseppe M.; Kovalenko, Tatyana; Sornette, Didier - In: Journal of economic psychology : research in economic … 86 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013252989
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Utility maximization versus regret minimization in health choice behavior : evidence from four datasets
Buckell, John; Vasavada, Vrinda; Wordsworth, Sarah; … - In: Health economics 31 (2022) 2, pp. 363-381
Persistent link: https://www.econbiz.de/10012795981
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Assessing whether decisions are more sensitive to preference or prediction uncertainty with a value of information approach
Haag, Fridolin; Chennu, Arjun - In: Omega : the international journal of management science 121 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014471060
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Risk preferences are not time preferences : discounted expected utility with a disproportionate preference for certainty
Andreoni, James; Sprenger, Charles - 2010
Persistent link: https://www.econbiz.de/10008662942
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Risk Preferences are Not Time Preferences : Discounted Expected Utility with a Disproportionate Preference for Certainty
Andreoni, James - 2010
Risk and time are intertwined. The present is known while the future is inherently risky. Discounted expected utility … robust violations of discounted expected utility, inconsistent with both prospect theory probability weighting and models …
Persistent link: https://www.econbiz.de/10013138320
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Risk Preferences Are Not Time Preferences : Discounted Expected Utility with a Disproportionate Preference for Certainty
Andreoni, James - 2010
Risk and time are intertwined. The present is known while the future is inherently risky. Discounted expected utility … robust violations of discounted expected utility, inconsistent with both prospect theory probability weighting and models …
Persistent link: https://www.econbiz.de/10012462308
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Random regret minimization for consumer choice modeling : assessment of empirical evidence
Chorus, Caspar; Cranenburgh, Sander van; Dekker, Thijs - In: Journal of business research : JBR 67 (2014) 11, pp. 2428-2436
Persistent link: https://www.econbiz.de/10010402784
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Optimal consumption with intertemporal substitution under knightian uncertainty
Ferrari, Giorgio; Li, Hanwu; Riedel, Frank - 2020
We study an intertemporal consumption and portfolio choice problem under Knightian uncertainty in which agent's preferences exhibit local intertemporal substitution. We also allow for market frictions in the sense that the pricing functional is nonlinear. We prove existence and uniqueness of the...
Persistent link: https://www.econbiz.de/10012315509
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Preference for randomization : empirical and experimental evidence
Dwenger, Nadja; Kübler, Dorothea; Weizsäcker, Georg - 2013
by many theories of choice and implies that the decision-maker prefers receiving the best outcome for sure over all … treatments where decision-makers are asked to submit multiple decisions without knowing which one is relevant, many participants … decision. A large data set on (high-stake) university applications in Germany shows patterns that are consistent with a …
Persistent link: https://www.econbiz.de/10009681824