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Preferences for One‐Shot Resolution of Uncertainty and Allais‐Type Behavior

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Full text - MIT Libraries
D Dillenberger - Econometrica, 2010 - Wiley Online Library
Experimental evidence suggests that individuals are more risk averse when they perceive
risk that is gradually resolved over time. We address these findings by studying a decision
maker who has recursive, nonexpected utility preferences over compound lotteries. The ...
Cited by 17 - Related articles - All 40 versions

Ashamed to be Selfish

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Full text - MIT Libraries
D Dillenberger… - Theoretical Economics, 2012 - Wiley Online Library
We study a decision maker (DM) who has preferences over choice problems, which are sets
of payoff allocations between herself and a passive recipient. An example of such a set is
the collection of possible allocations in the classic dictator game. The choice of an ...
Cited by 12 - Related articles - All 31 versions

Disappointment Cycles

[PDF] from upenn.edu
D Dillenberger… - PIER Working Paper Archive, 2010 - papers.ssrn.com
Abstract: We propose a model of history dependent disappointment aversion (HDDA),
allowing the attitude of a decision-maker (DM) towards disappointment at each stage of a T-
stage lottery to evolve as a function of his history of disappointments and elations in prior ...
Cited by 3 - Related articles - All 22 versions

[CITATION] Don't tell me anything until you know for sure

S Artstein-Avidan… - 2006 - mimeo
Cited by 3 - Related articles

[PDF] Optimism and Pessimism with Expected Utility

[PDF] from yale.edu
D Dillenberger, A Postlewaite… - Cowles Foundation …, 2011 - econ.yale.edu
Abstract Savage (1954) provided axioms on preferences over acts that were equivalent to
the existence of an expected utility representation. We show that there is a continuum of
other “expected utility” representations in which for any act, the probability distribution over ...
Cited by 2 - Related articles - View as HTML - All 16 versions

[CITATION] Forthcoming.“Ashamed to Be Selfish.”

D Dillenberger… - Theoretical Economics
Cited by 2 - Related articles - Get it from MIT Libraries

[CITATION] qDonpt tell me anything until you know for sure. rUnpublished

S Artstein'Avidan… - 2006
Cited by 2 - Related articles

[PDF] Dynamic Disappointment Aversion

[PDF] from upenn.edu
S Artstein-Avidan… - 2010 - economics.sas.upenn.edu
Abstract We extend Gul's (1991) model of disappointment aversion into a dynamic setting
while keeping its basic characteristics intact. We show that for a disappointment-averse
decision maker, splitting a lottery into several stages reduces its value. This result ...
Cited by 1 - Related articles - View as HTML - Get it from MIT Libraries - All 3 versions

[PDF] Essays on decision theory

[PDF] from princeton.edu
D Dillenberger - Dissertation Abstracts International, 2008 - princeton.edu
Abstract The first chapter, VPreferences for One Shot Resolution of Uncertainty and Allais
Type BehaviorV, is motivated by experimental evidence that suggests that individuals are
more risk averse when they perceive risk gradually. We address these findings by ...
Related articles - View as HTML - All 4 versions

Dynamic Disappointment Aversion: Don't Tell Me Anything Until You Know For Sure

[PDF] from upenn.edu
S Artstein-Avidan… - PIER Working Paper Archive, 2010 - papers.ssrn.com
Abstract: We show that for a disappointment-averse decision maker, splitting a lottery into
several stages reduces its value. To do this, we extend Gul. s (1991) model of
disappointment aversion into a dynamic setting while keeping its basic characteristics ...
Related articles - All 8 versions

[PDF] Recursive Ambiguity and Machina's Puzzles

[PDF] from upenn.edu
D Dillenberger… - 2012 - economics.sas.upenn.edu
Abstract Machina [2] suggested three situations where ambiguity aversion should be
revealed, but which none of four of the existing models in the literature can accommodate.
We show that the recursive nonexpected utility model of Segal [4] is consistent with all ...
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[PDF] Dynamic Disappointment Aversion!

[PDF] from upenn.edu
S Artstein… - 2010 - economics.sas.upenn.edu
Abstract We extend Gulis (1991) model of disappointment aversion into a dynamic setting
while keeping its basic characteristics intact. We show that for a disappointment% averse
decision maker, splitting a lottery into several stages reduces its value. This result ...
Related articles - View as HTML - All 4 versions

History-Dependent Risk Attitude

YC Submitter, D Dillenberger… - 2011 - papers.ssrn.com
Abstract: We propose a model of history-dependent risk attitude (HDRA), allowing the
attitude of a decision-maker (DM) towards risk at each stage of a T-stage lottery to evolve as
a function of his history of disappointments and elations in prior stages. We establish an ...
Related articles

Optimism and Pessimism with Expected Utility, Second Version

D Dillenberger, A Postlewaite… - 2011 - papers.ssrn.com
Abstract: Savage (1954) provided a set of axioms on preferences over acts that were
equivalent to the existence of an expected utility representation. We show that in addition to
this representation, there is a continuum of other. expected utility. representations in which ...
Related articles - All 4 versions

Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior, Second Version

D Dillenberger - 2009 - papers.ssrn.com
Abstract: Experimental evidence suggests that individuals are more risk averse when they
perceive risk that is gradually resolved over time. We address these findings by studying a
decision maker (DM) who has recursive, non-expected utility preferences over compound ...
Related articles - All 5 versions

[PDF] Negative certainty independence without Betweenness

[PDF] from upenn.edu
D Dillenberger… - 2011 - economics.sas.upenn.edu
Abstract Dillenberger (Econometrica, Vol. 78, No. 6 (November, 2010), 1973—2004)
introduced the negative certainty independence (NCI) axiom. He left open the question of
whether there are continuous and monotone preference relations over simple lotteries that ...
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[PDF] Subjective Learning

[PDF] from upenn.edu
D Dillenberger… - 2011 - economics.sas.upenn.edu
Abstract We study an individual who faces a dynamic decision problem in which the process
of information arrival is unobserved by the analyst. We derive a sequence of representations
of preferences over menus of acts that capture the individual's uncertainty about his future ...
Related articles - View as HTML - All 2 versions

Models of Subjective Learning

[PDF] from upenn.edu
D Dillenberger… - 2011 - papers.ssrn.com
Abstract: We study a decision maker who faces a dynamic decision problem in which the
process of information arrival is subjective. By studying preferences over menus of acts, we
derive a sequence of utility representations that captures the decision maker's uncertainty ...
Related articles - All 14 versions

Yves Balasko On the number of critical equilibria separating two equilibria................ 163

P Manzini, M Mariotti, M Peski, P Battigalli… - Wiley Online Library
Skip to Main Content. Wiley Online Library will be disrupted 14
Jan from 10-12 GMT for monthly maintenance. ...

History-Dependent Risk Attitude

[PDF] from upenn.edu
D Dillenberger… - 2011 - papers.ssrn.com
Abstract: We propose a model of history-dependent risk attitude (HDRA), allowing the
attitude of a decision-maker (DM) towards risk at each stage of a T-stage lottery to evolve as
a function of his history of disappointments and elations in prior stages. We establish an ...
Related articles - All 28 versions

[PDF] PREFERENCES FOR ONE-SHOT RESOLUTION OF UNCERTAINTY

[PDF] from upenn.edu
Full text - MIT Libraries
D DILLENBERGER - Econometrica, 2010 - economics.sas.upenn.edu
Experimental evidence suggests that individuals are more risk averse when they perceive
risk that is gradually resolved over time. We address these findings by studying a decision
maker who has recursive, nonexpected utility preferences over compound lotteries. The ...
Related articles - View as HTML - All 2 versions

Subjective Learning, Second Version

D Dillenberger… - 2012 - papers.ssrn.com
Abstract: We study an individual who faces a dynamic decision problem in which the
process of information arrival is unobserved by the analyst. We derive a sequence of
representations of preferences over menus of acts that capture the individual's uncertainty ...

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