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International Journal of General Systems, ISSN 0308-1079, 02/2019, Volume 48, Issue 2, pp. 112 - 138
Lotteries can be used to model alternatives with uncertain outcomes. Decision theory uses compound ordinary lotteries to represent a structure of lotteries... 
expected utility | generalized St. Petersburg paradox | recursive ICOL | semi-recursive ICOL | ICOLs of first order | ELICITATION | REDUCTION | COMPUTER SCIENCE, THEORY & METHODS | PROBABILITIES | Recursive methods | Numerical analysis | Decision theory | Virtual reality | Mathematical models | Lotteries | Expected utility
Journal Article
Journal of Economic Theory, ISSN 0022-0531, 07/2015, Volume 158, pp. 21 - 32
Calibration results in and suggest that both expected and non-expected utility theories cannot produce non-negligible risk aversion over small stakes without... 
Risk aversion | Calibration | Recursive preferences | Non-expected utility theories | DISAPPOINTMENT AVERSION | RISK-AVERSION | CHOICE | EXPECTED-UTILITY | PREFERENCES | UNCERTAINTY | ALLAIS-TYPE | ECONOMICS | ANTICIPATED UTILITY | INDEPENDENCE AXIOM | VIOLATIONS | Studies | Expected utility
Journal Article
Journal of Economic Theory, ISSN 0022-0531, 07/2015, Volume 158, pp. 21 - 21
Calibration results in Rabin (2000) and and suggest that both expected and non-expected utility theories cannot produce non-negligible risk aversion over small... 
Economics | Reduction | Utilities | Axioms | Risk | Lotteries | Calibration | Recursive
Journal Article
Journal Article
Review of Economic Dynamics, ISSN 1094-2025, 07/2013, Volume 16, Issue 3, pp. 497 - 510
Results in population ecology suggest that evolutionary successful species should have an adaptive (reference-based) S-shaped utility function that is more... 
Equity return predictability | Recursive utility | Cross-sectional distribution of equity returns | Limited commitment | HABIT | MARKETS | RISK | ECONOMICS | EFFICIENCY | CONSUMPTION | Monte Carlo method | Population ecology | Evolution | Pricing | Studies | Economic growth | Utility functions | Risk sharing | Markov analysis | Expected utility | Monte Carlo simulation
Journal Article
Theory and Decision, ISSN 0040-5833, 3/2009, Volume 66, Issue 3, pp. 199 - 228
Journal Article
Econometrica, ISSN 0012-9682, 07/2017, Volume 85, Issue 4, pp. 1239 - 1260
Journal Article
Journal of Economic Theory, ISSN 0022-0531, 05/2017, Volume 169, pp. 344 - 364
We study the attitude of decision makers to skewed noise. For a binary lottery that yields the better outcome with probability , we identify noise around with... 
Skewed distributions | Ambiguity aversion and seeking | Recursive non-expected utility | Compound lotteries | RESOLUTION | RISK | EXPECTED UTILITY | CHOICE | DECISION-MAKING | PREFERENCES | UNCERTAINTY | AMBIGUITY | ECONOMICS | INDEPENDENCE AXIOM
Journal Article
Journal of Money, Credit and Banking, ISSN 0022-2879, 03/2016, Volume 48, Issue 2-3, pp. 325 - 362
Journal Article
Journal of Economic Theory, ISSN 0022-0531, 11/2003, Volume 113, Issue 1, pp. 1 - 31
Journal Article
Journal of Economic Dynamics and Control, ISSN 0165-1889, 05/2018, Volume 90, pp. 30 - 44
This study extends the smooth ambiguity preferences model proposed by Klibanoff et al. (2005) to a continuous-time dynamic setting. It is known that the... 
Smooth ambiguity preferences | Stochastic differential utility | Continuous time | Asset pricing | EXPECTED UTILITY | RECURSIVE UTILITY | DUAL THEORY | RISK | AVERSION | ECONOMICS | MODEL | ASSET RETURNS | Analysis | Pricing
Journal Article
Journal of Mathematical Economics, ISSN 0304-4068, 03/2015, Volume 57, pp. 28 - 30
The well-known Blackwell theorem states the equivalence of statistical informativeness and economic valuableness. Çelen (2012) generalizes this theorem, which... 
Recursive utility | Value of information | Maxmin expected utility | Blackwell | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | Studies | Economic models | Theorems | Expected utility | Information | Preferences
Journal Article
Annual Review of Financial Economics, ISSN 1941-1367, 12/2010, Volume 2, Issue 1, pp. 315 - 346
Journal Article
Economics Letters, ISSN 0165-1765, 2001, Volume 73, Issue 3, pp. 275 - 286
In two-outcome strictly competitive games, equilibrium mixed strategies do not depend on ultimate prizes. Dixit and Skeath [Games of Strategy (1999) Norton,... 
Recursive expected utility | Comparative statics | Non-expected utility | D81 | Strictly competitive games | C72 | ECONOMICS | strictly competitive games | recursive expected utility | non-expected utility | comparative statics
Journal Article
Journal of the European Economic Association, ISSN 1542-4766, 12/2013, Volume 11, Issue 6, pp. 1432 - 1456
We develop a model that explains the stylized facts of food scares: an immediate and sharp decline in consumption of the product followed by a slow and... 
D81 | WELFARE | EXPECTED UTILITY | RISK PERCEPTION | DEMAND | RECURSIVE MULTIPLE-PRIORS | INFORMATION | CONTAMINATION | AMBIGUITY | AVERSION | ECONOMICS | DILATION | Studies | Consumption | Economic models | Decision making models | Scarcity | Perceptions | Food supply
Journal Article