create a website

Asymmetry of Risk and Value of Information. (2014). Belavkin, Roman V..
In: SEET Working Papers.
RePEc:beb:wpseet:201403.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 30

References cited by this document

Cocites: 52

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Allais, M.: Le comportement de l’homme rationnel devant le risque: Critique des postulats et axiomes de l’ Ecole americaine. Econometrica 21, 503–546 (1953)
    Paper not yet in RePEc: Add citation now

  2. Belavkin, R.V.: Optimal measures and Markov transition kernels. Journal of Global Optimization 55, 387–416 (2013)

  3. Bernoulli, D.: Commentarii acad. Econometrica 22, 23–36 (1954)
    Paper not yet in RePEc: Add citation now
  4. Bourbaki, N.: El ements de math ematiques. Int egration. Hermann (1963)
    Paper not yet in RePEc: Add citation now
  5. Debreu, G.: Representation of a preference relation by a numerical function. In: R.M. Thrall, C.H. Coombs, R.L. Davis (eds.) Decision Process. Wiley, New York (1954)
    Paper not yet in RePEc: Add citation now
  6. Grishanin, B.A., Stratonovich, R.L.: Value of information and sufficient statistics during an observation of a stochastic process. Izvestiya of USSR Academy of Sciences, Technical Cybernetics 6, 4–14 (1966). In Russian
    Paper not yet in RePEc: Add citation now

  7. Huck, S., M uller, W.: Allais for all: Revisiting the paradox in a large representative sample. Journal of Risk and Uncertainty 44(3), 261–293 (2012)

  8. Kahneman, D., Tversky, A.: Prospect theory: An analysis of decision under risk. Econometrica 47(2), 263–292 (1979)

  9. Khinchin, A.I.: Mathematical Foundations of Information Theory. Dover, New York (1957)
    Paper not yet in RePEc: Add citation now
  10. Kreps, D.M.: Notes on the Theory of Choice. Westview Press, Colorado, USA (1988)
    Paper not yet in RePEc: Add citation now
  11. Kullback, S.: Information Theory and Statistics. John Wiley and Sons (1959)
    Paper not yet in RePEc: Add citation now

  12. List, J.A., Haigh, M.S.: A simple test of expected utility theory using professional traders. PNAS 102(3), 945–948 (2005)

  13. Loomes, G., Sugden, R.: Regret theory: An alternative theory of rational choice under uncertainty. The Economic Journal 92(368), 805–824 (1982)

  14. Machina, M.J.: “Expected utility” Analysis without the independence axiom. Econometrica 50(2), 277–323 (1982)

  15. Machina, M.J.: Nonexpected utility theory. In: J.L. Teugels, B. Sundt (eds.) Encyclopedia Of Actuarial Science, vol. 2, pp. 1173–1179. John Wiley & Sons, Chichester (2004)
    Paper not yet in RePEc: Add citation now
  16. Machina, M.J.: States of the world and the state of decision theory. In: D. Meyer (ed.) The Economics of Risk, chap. 2. W. E. Upjohn Institute for Employment Research (2003)
    Paper not yet in RePEc: Add citation now
  17. Rockafellar, R.T.: Conjugate Duality and Optimization, CBMS-NSF Regional Conference Series in Applied Mathematics, vol. 16. Society for Industrial and Applied Mathematics, PA (1974)
    Paper not yet in RePEc: Add citation now
  18. Savage, L.: The Foundations of Statistics. John Wiley & Sons, New York (1954)
    Paper not yet in RePEc: Add citation now
  19. Shannon, C.E.: A mathematical theory of communication. Bell System Technical Journal 27, 379–423 and 623–656 (1948)
    Paper not yet in RePEc: Add citation now

  20. Starmer, C.: Developments in non-expected utility theory: The hunt for a descriptive theory of choice under risk. Journal of economic literature pp. 332–382 (2000) 16 Roman Belavkin

  21. Stratonovich, R.L., Grishanin, B.A.: Game-theoretic problems with information constraints. Izvestiya of USSR Academy of Sciences, Technical Cybernetics 1, 3–12 (1968). In Russian
    Paper not yet in RePEc: Add citation now
  22. Stratonovich, R.L., Grishanin, B.A.: Value of information when an estimated random variable is hidden. Izvestiya of USSR Academy of Sciences, Technical Cybernetics 3, 3–15 (1966). In Russian
    Paper not yet in RePEc: Add citation now
  23. Stratonovich, R.L.: Extreme problems of information theory and dynamic programming. Izvestiya of USSR Academy of Sciences, Technical Cybernetics 5, 63–77 (1967). In Russian
    Paper not yet in RePEc: Add citation now
  24. Stratonovich, R.L.: Information Theory. Sovetskoe Radio, Moscow, USSR (1975). In Russian
    Paper not yet in RePEc: Add citation now
  25. Stratonovich, R.L.: On value of information. Izvestiya of USSR Academy of Sciences, Technical Cybernetics 5, 3–12 (1965). In Russian
    Paper not yet in RePEc: Add citation now
  26. Stratonovich, R.L.: Value of information during an observation of a stochastic process in systems with finite state automata. Izvestiya of USSR Academy of Sciences, Technical Cybernetics 5, 3–13 (1966). In Russian
    Paper not yet in RePEc: Add citation now
  27. Tikhomirov, V.M.: Analysis II, Encyclopedia of Mathematical Sciences, vol. 14, chap. Convex Analysis, pp. 1–92. Springer-Verlag (1990)
    Paper not yet in RePEc: Add citation now
  28. Tversky, A., Kahneman, D.: The framing of decisions and the psychology of choice. Science 211, 453–458 (1981)
    Paper not yet in RePEc: Add citation now
  29. von Neumann, J., Morgenstern, O.: Theory of games and economic behavior, first edn. Princeton University Press, Princeton, NJ (1944)
    Paper not yet in RePEc: Add citation now
  30. Wald, A.: Statistical Decision Functions. John Wiley & Sons, New York (1950)
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. How Real is Hypothetical? A High-Stakes Test of the Allais Paradox. (2024). Halevy, Yoram ; Gneezy, Uri ; Offerman, Theo ; van De, Jeroen ; Hall, Brian.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-783.

    Full description at Econpapers || Download paper

  2. Value of Information in the Mean-Square Case and its Application to the Analysis of Financial Time-Series Forecast. (2024). Principe, Jose ; Pardalos, Panos ; Belavkin, Roman.
    In: Papers.
    RePEc:arx:papers:2410.01831.

    Full description at Econpapers || Download paper

  3. Adaptive risk assessments. (2023). Ozbek, Kemal.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:106:y:2023:i:c:s0304406823000368.

    Full description at Econpapers || Download paper

  4. Contingent Thinking and the Sure-Thing Principle: Revisiting Classic Anomalies in the Laboratory#. (2023). Esponda, Ignacio ; Vespa, Emanuel.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt32j4d5z2.

    Full description at Econpapers || Download paper

  5. Bank instability : Interbank linkages and the role of disclosure. (2022). Vlahu, Razvan ; Trautmann, Stefan ; Koenig-Kersting, Christian.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:b6430e64-50f3-4b4e-a5f3-f40cc9528c47.

    Full description at Econpapers || Download paper

  6. An evolutionary explanation of the Allais paradox. (2022). Levy, Moshe.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:32:y:2022:i:5:d:10.1007_s00191-022-00783-6.

    Full description at Econpapers || Download paper

  7. Risky choice: Probability weighting explains independence axiom violations in monkeys. (2022). Schultz, Wolfram ; Ferrari-Toniolo, Simone ; Chi, Leo.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:65:y:2022:i:3:d:10.1007_s11166-022-09388-7.

    Full description at Econpapers || Download paper

  8. Risk and rationality: The relative importance of probability weighting and choice set dependence. (2022). Santos-Pinto, Luis ; Manai, Maha ; Bruhin, Adrian.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:65:y:2022:i:2:d:10.1007_s11166-022-09392-x.

    Full description at Econpapers || Download paper

  9. An experimental investigation of the Allais paradox with subjective probabilities and correlated outcomes. (2022). Ostermair, Christoph.
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:93:y:2022:i:c:s0167487022000654.

    Full description at Econpapers || Download paper

  10. Bank instability: Interbank linkages and the role of disclosure. (2022). Vlahu, Razvan ; Trautmann, Stefan ; Konig-Kersting, Christian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003046.

    Full description at Econpapers || Download paper

  11. The Standard Portfolio Choice Problem in Germany. (2021). Weizsäcker, Georg ; Huck, Steffen ; Schmidt, Tobias ; Weizsacker, Georg ; Breunig, Christoph.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:235555.

    Full description at Econpapers || Download paper

  12. Time Lotteries and Stochastic Impatience. (2020). Gottlieb, Daniel ; Ortoleva, Pietro ; Dejarnette, Patrick ; Dillenberger, David.
    In: Econometrica.
    RePEc:wly:emetrp:v:88:y:2020:i:2:p:619-656.

    Full description at Econpapers || Download paper

  13. Time lotteries and stochastic impatience. (2020). Gottlieb, Daniel ; Ortoleva, Pietro ; Dejarnette, Patrick ; Dillenberger, David.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:102564.

    Full description at Econpapers || Download paper

  14. Optimal similarity judgments in intertemporal choice (and beyond). (2020). Adriani, Fabrizio ; Sonderegger, Silvia.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:190:y:2020:i:c:s0022053118303405.

    Full description at Econpapers || Download paper

  15. Violations of dominance in decision-making. (2019). Bauer, Thomas ; Kourouxous, Thomas.
    In: Business Research.
    RePEc:spr:busres:v:12:y:2019:i:1:d:10.1007_s40685-019-0093-7.

    Full description at Econpapers || Download paper

  16. The Standard Portfolio Choice Problem in Germany. (2019). Weizsäcker, Georg ; Huck, Steffen ; Schmidt, Tobias ; Breunig, Christoph.
    In: Rationality and Competition Discussion Paper Series.
    RePEc:rco:dpaper:171.

    Full description at Econpapers || Download paper

  17. Optimal similarity judgments in intertemporal choice (and beyond). (2019). Adriani, Fabrizio ; Sonderegger, Silvia.
    In: Discussion Papers.
    RePEc:not:notcdx:2019-06.

    Full description at Econpapers || Download paper

  18. Risk and Rationality:The Relative Importance of Probability Weighting and Choice Set Dependence. (2019). Santos-Pinto, Luis ; Manai, Maha ; Bruhin, Adrian.
    In: Cahiers de Recherches Economiques du Département d'économie.
    RePEc:lau:crdeep:19.05.

    Full description at Econpapers || Download paper

  19. Risk and Rationality:The Relative Importance of Probability Weighting and Choice Set Dependence. (2019). Manai, Maha ; Santos-Pinto, Luis ; Bruhin, Adrian.
    In: Cahiers de Recherches Economiques du Département d'économie.
    RePEc:lau:crdeep:19.01new.

    Full description at Econpapers || Download paper

  20. Risk and Rationality:The Relative Importance of Probability Weighting and Choice Set Dependence. (2019). Manai, Maha ; Santos-Pinto, Luis ; Bruhin, Adrian.
    In: Cahiers de Recherches Economiques du Département d'économie.
    RePEc:lau:crdeep:19.01.

    Full description at Econpapers || Download paper

  21. The decision paradoxes motivating Prospect Theory: The prevalence of the paradoxes increases with numerical ability. (2019). Millroth, Philip ; Juslin, Peter ; Nilsson, Hkan.
    In: Judgment and Decision Making.
    RePEc:jdm:journl:v:14:y:2019:i:4:p:513-533.

    Full description at Econpapers || Download paper

  22. An Experimental Test of the Anscombe–Aumann Monotonicity Axiom. (2019). Schneider, Florian ; Schonger, Martin.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:4:p:1667-1677.

    Full description at Econpapers || Download paper

  23. A Bias Aggregation Theorem. (2019). Schneider, Mark.
    In: Working Papers.
    RePEc:chu:wpaper:19-03.

    Full description at Econpapers || Download paper

  24. Time Lotteries and Stochastic Impatience. (2018). Ortoleva, Pietro ; Gottlieb, Daniel ; Dejarnette, Patrick ; Dillenberger, David.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:18-021.

    Full description at Econpapers || Download paper

  25. Time Lotteries, Second Version. (2018). Ortoleva, Pietro ; Gottlieb, Daniel ; Dejarnette, Patrick ; Dillenberger, David.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:15-026v2.

    Full description at Econpapers || Download paper

  26. Target-Adjusted Utility Functions and Expected-Utility Paradoxes. (2018). Day, Robert ; Schneider, Mark.
    In: Management Science.
    RePEc:inm:ormnsc:v:64:y:2018:i:1:p:271-287.

    Full description at Econpapers || Download paper

  27. Fechner’s strong utility model for choice among n>2 alternatives: Risky lotteries, Savage acts, and intertemporal payoffs. (2018). Blavatskyy, Pavlo.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:79:y:2018:i:c:p:75-82.

    Full description at Econpapers || Download paper

  28. Impulsive Behavior in Competition: Testing Theories of Overbidding in Rent-Seeking Contests. (2018). Sheremeta, Roman.
    In: Working Papers.
    RePEc:chu:wpaper:18-03.

    Full description at Econpapers || Download paper

  29. An experimental test of the Anscombe-Aumann Monotonicity axiom. (2017). Schneider, Florian ; Schonger, Martin.
    In: ECON - Working Papers.
    RePEc:zur:econwp:207.

    Full description at Econpapers || Download paper

  30. The Indifferent, the Good Samaritan, the Brave and the Agent in Allais Paradox situation – or How Endowment Effect Influences Our Decision in Case of Allais Paradox?. (2017). Kolnhofer-Derecskei, Anita ; Anita, Kolnhofer-Derecskei.
    In: Organizacija.
    RePEc:vrs:organi:v:50:y:2017:i:4:p:299-313:n:1.

    Full description at Econpapers || Download paper

  31. Stochastic Choice and Preferences for Randomization. (2017). Ortoleva, Pietro ; Agranov, Marina.
    In: Journal of Political Economy.
    RePEc:ucp:jpolec:doi:10.1086/689774.

    Full description at Econpapers || Download paper

  32. Allais for the poor: Relations to ability, information processing, and risk attitudes. (2017). Schmidt, Ulrich ; Menkhoff, Lukas ; Hübler, Olaf ; Herrmann, Tabea ; Hubler, Olaf.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:54:y:2017:i:2:d:10.1007_s11166-017-9258-y.

    Full description at Econpapers || Download paper

  33. Understanding Bank-Run Contagion. (2017). Vlahu, Razvan ; Trautmann, Stefan ; Brown, Martin.
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:7:p:2272-2282.

    Full description at Econpapers || Download paper

  34. Allais for the Poor: Relations to Ability, Information Processing and Risk Attitudes. (2017). Schmidt, Ulrich ; Menkhoff, Lukas ; Hübler, Olaf ; Herrmann, Tabea ; Hubler, Olaf.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1645.

    Full description at Econpapers || Download paper

  35. Allais for the poor. (2016). Schmidt, Ulrich ; Menkhoff, Lukas ; Hübler, Olaf ; Hubler, Olaf ; Herrmann, Tabea.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:2036.

    Full description at Econpapers || Download paper

  36. Impulsive Behavior in Competition: Testing Theories of Overbidding in Rent-Seeking Contests. (2016). Sheremeta, Roman.
    In: MPRA Paper.
    RePEc:pra:mprapa:73731.

    Full description at Econpapers || Download paper

  37. Group decision rules and group rationality under risk. (2016). Wakker, Peter ; Bleichrodt, Han ; Baillon, Aurelien ; Liu, Ning.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:52:y:2016:i:2:d:10.1007_s11166-016-9237-8.

    Full description at Econpapers || Download paper

  38. Impulsive Behavior in Competition: Testing Theories of Overbidding in Rent-Seeking Contests. (2016). Sheremeta, Roman.
    In: Working Papers.
    RePEc:chu:wpaper:16-21.

    Full description at Econpapers || Download paper

  39. Cautious Expected Utility and the Certainty Effect. (2015). Ortoleva, Pietro ; Cerreia-Vioglio, Simone ; Cerreiavioglio, Simone ; Dillenberger, David.
    In: Econometrica.
    RePEc:wly:emetrp:v:83:y:2015:i::p:693-728.

    Full description at Econpapers || Download paper

  40. Time Lotteries. (2015). Ortoleva, Pietro ; Gottlieb, Daniel ; Dejarnette, Patrick ; Dillenberger, David.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:15-026.

    Full description at Econpapers || Download paper

  41. Measuring risk aversion to guide transportation policy: Contexts, incentives, and respondents. (2015). Dixit, Vinayak V ; Harb, Rami C ; Martinez-Correa, Jimmy ; Rutstrom, Elisabet E.
    In: Transportation Research Part A: Policy and Practice.
    RePEc:eee:transa:v:80:y:2015:i:c:p:15-34.

    Full description at Econpapers || Download paper

  42. The Standard Portfolio Choice Problem in Germany. (2015). Weizsäcker, Georg ; Huck, Steffen ; Schmidt, Tobias ; Weizsacker, Georg.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5441.

    Full description at Econpapers || Download paper

  43. The standard portfolio choice problem in Germany. (2014). Weizsäcker, Georg ; Huck, Steffen ; Weizsacker, Georg ; Schmidt, Tobias.
    In: Discussion Papers, Research Unit: Economics of Change.
    RePEc:zbw:wzbeoc:spii2014308.

    Full description at Econpapers || Download paper

  44. Cautious Expected Utility and the Certainty Effect. (2014). Ortoleva, Pietro ; Cerreia-Vioglio, Simone ; Dillenberger, David.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:14-005.

    Full description at Econpapers || Download paper

  45. The Standard Portfolio Choice Problem in Germany. (2014). Weizsäcker, Georg ; Huck, Steffen ; Schmidt, Tobias ; Weizsacker, Georg.
    In: SOEPpapers on Multidisciplinary Panel Data Research.
    RePEc:diw:diwsop:diw_sp650.

    Full description at Econpapers || Download paper

  46. Asymmetry of Risk and Value of Information. (2014). Belavkin, Roman V..
    In: SEET Working Papers.
    RePEc:beb:wpseet:201403.

    Full description at Econpapers || Download paper

  47. Risk preferences and development revisited: A field experiment in Vietnam. (2013). Vieider, Ferdinand ; Martinsson, Peter ; Truong, Nghi ; Nam, Pham Khanh.
    In: Discussion Papers, WZB Junior Research Group Risk and Development.
    RePEc:zbw:wzbrad:spii2013403.

    Full description at Econpapers || Download paper

  48. The reverse Allais paradox. (2013). Blavatskyy, Pavlo R..
    In: Economics Letters.
    RePEc:eee:ecolet:v:119:y:2013:i:1:p:60-64.

    Full description at Econpapers || Download paper

  49. Risk attitudes, development, and growth: Macroeconomic evidence from experiments in 30 countries. (2012). Vieider, Ferdinand ; Martinsson, Peter ; Chmura, Thorsten.
    In: Discussion Papers, WZB Junior Research Group Risk and Development.
    RePEc:zbw:wzbrad:spii2012401.

    Full description at Econpapers || Download paper

  50. Experts in experiments. (2012). Wengström, Erik ; von Gaudecker, Hans-Martin ; van soest, arthur ; Wengstrom, Erik.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:45:y:2012:i:2:p:159-190.

    Full description at Econpapers || Download paper

  51. Salience, risky choices and gender. (2012). Booth, Alison ; Nolen, Patrick.
    In: Economics Letters.
    RePEc:eee:ecolet:v:117:y:2012:i:2:p:517-520.

    Full description at Econpapers || Download paper

  52. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-30 06:20:34 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.