Geiger, Gebhard Conditional non-expected utility preferences induced by mixture of lotteries: a note on the normative invalidity of expected utility theory. (English) Zbl 1497.91114 Ann. Oper. Res. 289, No. 2, 431-448 (2020). MSC: 91B16 91B05 PDF BibTeX XML Cite \textit{G. Geiger}, Ann. Oper. Res. 289, No. 2, 431--448 (2020; Zbl 1497.91114) Full Text: DOI OpenURL
Lee, Sangil; Glaze, Chris M.; Bradlow, Eric T.; Kable, Joseph W. Flexible utility function approximation via cubic Bezier splines. (English) Zbl 1458.62272 Psychometrika 85, No. 3, 716-737 (2020). MSC: 62P15 62G10 65D07 PDF BibTeX XML Cite \textit{S. Lee} et al., Psychometrika 85, No. 3, 716--737 (2020; Zbl 1458.62272) Full Text: DOI OpenURL
Diederich, Adele; Wyszynski, Marc; Traub, Stefan Need, frames, and time constraints in risky decision-making. (English) Zbl 1447.91041 Theory Decis. 89, No. 1, 1-37 (2020). MSC: 91B06 91-05 PDF BibTeX XML Cite \textit{A. Diederich} et al., Theory Decis. 89, No. 1, 1--37 (2020; Zbl 1447.91041) Full Text: DOI OpenURL
Castillo, Geoffrey The attraction effect and its explanations. (English) Zbl 1431.91102 Games Econ. Behav. 119, 123-147 (2020). MSC: 91B06 91B08 91-05 PDF BibTeX XML Cite \textit{G. Castillo}, Games Econ. Behav. 119, 123--147 (2020; Zbl 1431.91102) Full Text: DOI OpenURL
Dunn, John C.; Rao, Li-Lin Models of risky choice: a state-trace and signed difference analysis. (English) Zbl 1426.91063 J. Math. Psychol. 90, 61-75 (2019). MSC: 91B06 91A90 PDF BibTeX XML Cite \textit{J. C. Dunn} and \textit{L.-L. Rao}, J. Math. Psychol. 90, 61--75 (2019; Zbl 1426.91063) Full Text: DOI Link OpenURL
Chen, Zhiqin; John, Richard S. Foresight, risk attitude, and utility maximization in naturalistic sequential high-stakes decision making. (English) Zbl 1411.91177 J. Math. Psychol. 86, 41-50 (2018). MSC: 91B06 91B16 91A90 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{R. S. John}, J. Math. Psychol. 86, 41--50 (2018; Zbl 1411.91177) Full Text: DOI OpenURL
Blavatskyy, Pavlo R.; Feri, Francesco Violations of betweenness and choice shifts in groups. (English) Zbl 1417.91199 Theory Decis. 85, No. 3-4, 321-331 (2018). MSC: 91B16 91B06 PDF BibTeX XML Cite \textit{P. R. Blavatskyy} and \textit{F. Feri}, Theory Decis. 85, No. 3--4, 321--331 (2018; Zbl 1417.91199) Full Text: DOI OpenURL
Dijk, Oege For whom does social comparison induce risk-taking? (English) Zbl 1395.91140 Theory Decis. 82, No. 4, 519-541 (2017). MSC: 91B08 91A90 PDF BibTeX XML Cite \textit{O. Dijk}, Theory Decis. 82, No. 4, 519--541 (2017; Zbl 1395.91140) Full Text: DOI OpenURL
Ackert, Lucy F.; Church, Bryan K.; Qi, Li An experimental examination of portfolio choice. (English) Zbl 1402.91657 Rev. Finance 20, No. 4, 1427-1447 (2016). MSC: 91G10 91A90 PDF BibTeX XML Cite \textit{L. F. Ackert} et al., Rev. Finance 20, No. 4, 1427--1447 (2016; Zbl 1402.91657) Full Text: DOI OpenURL
Fox-Glassman, Katherine T.; Weber, Elke U. What makes risk acceptable? Revisiting the 1978 psychological dimensions of perceptions of technological risks. (English) Zbl 1396.91643 J. Math. Psychol. 75, 157-169 (2016); erratum ibid. 81, 114 (2017). MSC: 91E30 91B16 PDF BibTeX XML Cite \textit{K. T. Fox-Glassman} and \textit{E. U. Weber}, J. Math. Psychol. 75, 157--169 (2016; Zbl 1396.91643) Full Text: DOI OpenURL
Fleurbaey, Marc; Leroux, Marie-Louise; Pestieau, Pierre; Ponthiere, Gregory Fair retirement under risky lifetime. (English) Zbl 1404.91088 Int. Econ. Rev. 57, No. 1, 177-210 (2016). MSC: 91B14 91B30 PDF BibTeX XML Cite \textit{M. Fleurbaey} et al., Int. Econ. Rev. 57, No. 1, 177--210 (2016; Zbl 1404.91088) Full Text: DOI OpenURL
Tserenjigmid, Gerelt Theory of decisions by intra-dimensional comparisons. (English) Zbl 1330.91063 J. Econ. Theory 159, Part A, 326-338 (2015). MSC: 91B06 PDF BibTeX XML Cite \textit{G. Tserenjigmid}, J. Econ. Theory 159, Part A, 326--338 (2015; Zbl 1330.91063) Full Text: DOI OpenURL
Sandroni, Alvaro; Ludwig, Sandra; Kircher, Philipp On the difference between social and private goods. (English) Zbl 1278.91056 B. E. J. Theor. Econ. 13, No. 1, 151-177 (2013). MSC: 91B14 91B06 PDF BibTeX XML Cite \textit{A. Sandroni} et al., B. E. J. Theor. Econ. 13, No. 1, 151--177 (2013; Zbl 1278.91056) Full Text: DOI Link OpenURL
He, Chaolin; Meng, Weidong Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process. (English) Zbl 1269.93133 J. Syst. Sci. Complex. 25, No. 5, 896-908 (2012). MSC: 93E20 91G10 PDF BibTeX XML Cite \textit{C. He} and \textit{W. Meng}, J. Syst. Sci. Complex. 25, No. 5, 896--908 (2012; Zbl 1269.93133) Full Text: DOI OpenURL
Akume, D. Comparing value-at-risk and tail conditional expectation in shortfall-constrained portfolio selection. (English) Zbl 1219.91122 Vychisl. Tekhnol. 16, No. 3, 3-14 (2011). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{D. Akume}, Vychisl. Tekhnol. 16, No. 3, 3--14 (2011; Zbl 1219.91122) Full Text: Link OpenURL
Weber, Elke U. On the coefficient of variation as a predictor of risk sensitivity: behavioral and neural evidence for the relative encoding of outcome variability. (English) Zbl 1231.91079 J. Math. Psychol. 54, No. 4, 395-399 (2010). MSC: 91B06 91B30 62P15 PDF BibTeX XML Cite \textit{E. U. Weber}, J. Math. Psychol. 54, No. 4, 395--399 (2010; Zbl 1231.91079) Full Text: DOI OpenURL
Matsen, Egil; Strøm, Bjarne Dominated choices in a simple game with large stakes. (English) Zbl 1204.91038 Exp. Econ. 13, No. 1, 99-119 (2010). MSC: 91A90 91B06 PDF BibTeX XML Cite \textit{E. Matsen} and \textit{B. Strøm}, Exp. Econ. 13, No. 1, 99--119 (2010; Zbl 1204.91038) Full Text: DOI OpenURL
Berg, Joyce E.; Dickhaut, John W.; Rietz, Thomas A. Preference reversals: the impact of truth-revealing monetary incentives. (English) Zbl 1202.91046 Games Econ. Behav. 68, No. 2, 443-468 (2010). MSC: 91A90 91B14 PDF BibTeX XML Cite \textit{J. E. Berg} et al., Games Econ. Behav. 68, No. 2, 443--468 (2010; Zbl 1202.91046) Full Text: DOI OpenURL
Wu, George; Markle, Alex B. An empirical test of gain-loss separability in prospect theory. (English) Zbl 1232.91073 Manage. Sci. 54, No. 7, 1322-1335 (2008). MSC: 91A60 91B16 62N99 PDF BibTeX XML Cite \textit{G. Wu} and \textit{A. B. Markle}, Manage. Sci. 54, No. 7, 1322--1335 (2008; Zbl 1232.91073) Full Text: DOI OpenURL
Moffatt, Peter G. Stochastic choice and the allocation of cognitive effort. (English) Zbl 1108.91022 Exp. Econ. 8, No. 4, 369-388 (2005). MSC: 91B06 PDF BibTeX XML Cite \textit{P. G. Moffatt}, Exp. Econ. 8, No. 4, 369--388 (2005; Zbl 1108.91022) Full Text: DOI OpenURL
Buschena, David; Zilberman, David Generalized expected utility, heteroscedastic error, and path dependence in risky choice. (English) Zbl 0966.91032 J. Risk Uncertain. 20, No. 1, 67-88 (2000). MSC: 91B16 91B14 62M10 62J05 PDF BibTeX XML Cite \textit{D. Buschena} and \textit{D. Zilberman}, J. Risk Uncertain. 20, No. 1, 67--88 (2000; Zbl 0966.91032) Full Text: DOI OpenURL
Lopes, Lola L.; Oden, Gregg C. The role of aspiration level in risky choice: A comparison of cumulative prospect theory and SP/A theory. (English) Zbl 0946.91024 J. Math. Psychol. 43, No. 2, 286-313 (1999). Reviewer: T.Trzaskalik (Katowice) MSC: 91B30 PDF BibTeX XML Cite \textit{L. L. Lopes} and \textit{G. C. Oden}, J. Math. Psychol. 43, No. 2, 286--313 (1999; Zbl 0946.91024) Full Text: DOI OpenURL
Andersen, Erling D.; Damgaard, Anders Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach. (English) Zbl 0997.91032 Appl. Numer. Math. 29, No. 3, 395-422 (1999). MSC: 91G20 90C51 90C08 90C15 PDF BibTeX XML Cite \textit{E. D. Andersen} and \textit{A. Damgaard}, Appl. Numer. Math. 29, No. 3, 395--422 (1999; Zbl 0997.91032) Full Text: DOI OpenURL
Weber, Elke U.; Hsee, Christopher Cross-cultural differences in risk perception, but cross-cultural similarities in attitudes towards perceived risk. (English) Zbl 0999.91050 Manage. Sci. 44, No. 9, 1205-1217 (1998). MSC: 91B30 PDF BibTeX XML Cite \textit{E. U. Weber} and \textit{C. Hsee}, Manage. Sci. 44, No. 9, 1205--1217 (1998; Zbl 0999.91050) Full Text: DOI Link OpenURL
MacLean, L. C.; Ziemba, W. T.; Blazenko, G. Growth versus security in dynamic investment analysis. (English) Zbl 0765.90014 Manage. Sci. 38, No. 11, 1562-1585 (1992). MSC: 91B28 91B62 PDF BibTeX XML Cite \textit{L. C. MacLean} et al., Manage. Sci. 38, No. 11, 1562--1585 (1992; Zbl 0765.90014) Full Text: DOI OpenURL
Prelec, Drazen; Loewenstein, George Decision making over time and under uncertainty: A common approach. (English) Zbl 0736.90001 Manage. Sci. 37, No. 7, 770-786 (1991). MSC: 91B06 91B16 91B08 PDF BibTeX XML Cite \textit{D. Prelec} and \textit{G. Loewenstein}, Manage. Sci. 37, No. 7, 770--786 (1991; Zbl 0736.90001) Full Text: DOI OpenURL
Lee, Wayne Y.; Rao, Ramesh K. S. Mean lower partial moment valuation and lognormally distributed returns. (English) Zbl 0638.90008 Manage. Sci. 34, No. 4, 446-453 (1988). MSC: 91B28 PDF BibTeX XML Cite \textit{W. Y. Lee} and \textit{R. K. S. Rao}, Manage. Sci. 34, No. 4, 446--453 (1988; Zbl 0638.90008) Full Text: DOI OpenURL
Lavalle, Irving H.; Fishburn, Peter C. Decision analysis under states-additive SSB preferences. (English) Zbl 0641.90004 Oper. Res. 35, No. 5, 722-735 (1987). MSC: 91B06 91B16 90C05 PDF BibTeX XML Cite \textit{I. H. Lavalle} and \textit{P. C. Fishburn}, Oper. Res. 35, 722--735 (1987; Zbl 0641.90004) Full Text: DOI OpenURL
Vansnick, Jean-Claude Strength of preference. Theoretical and practical aspects. (English) Zbl 0571.90041 Operational research ’84, Proc. 10th IFORS Int. Conf., Washington/D.C. 1984, 449-463 (1985). MSC: 90B50 91B08 PDF BibTeX XML OpenURL
Sarin, Rakesh Kumar Strength of preference and risky choice. (English) Zbl 0491.90009 Oper. Res. 30, 982-997 (1982). MSC: 91B16 91B08 PDF BibTeX XML Cite \textit{R. K. Sarin}, Oper. Res. 30, 982--997 (1982; Zbl 0491.90009) Full Text: DOI OpenURL
Bawa, Vijay S.; Chakrin, Lewis M. Optimal portfolio choice and equilibrium in a lognormal securities market. (English) Zbl 0414.90053 Portofolio theory, 25 years after, Essays in Honor of Harry Markowitz; TIMS, Stud. Manage. Sci., Vol. 11, 47-62 (1979). MSC: 90B99 PDF BibTeX XML OpenURL
Brown, Stephen J. The portfolio choice problem: Comparison of certainty equivalence and optimal Bayes portfolios. (English) Zbl 0393.62003 Commun. Stat., Simulation Comput. B7, 321-334 (1978). MSC: 62C10 PDF BibTeX XML Cite \textit{S. J. Brown}, Commun. Stat., Simulation Comput. B7, 321--334 (1978; Zbl 0393.62003) Full Text: DOI OpenURL