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Revisiting independence and stochastic dominance for compound lotteries. (2008). Zimper, Alexander.
In: Working Papers.
RePEc:rza:wpaper:097.

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  1. Allais, M. (1979) “The Foundation of a Positive Theory of Choice Involving Risk and a Criticism of the Postulates and Axioms of the American School” . Part II in Allais, M., and O. Hagen [eds.], Expected Utility Hypotheses and the Allais Paradox, D. Reidel: Dordrecht etc.
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  2. Fishburn, P. C. (1988) Nonlinear Preferences and Utility Theory under Risk, The John Hopkins University Press: Baltimore, London.
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  3. Luce, R.D. (2000) Utility of Gains and Losses: Measurement-Theoretical and Experimental Approaches, Lawrence Erlbaum Associates, Publishers, New Jersey.
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  4. Schmidt, U. (2004) “Alternatives to Expected Utility: Some Formal Theories” , in: P.J. Hammond, S. Barberá, and C. Seidl [eds.], Handbook of Utility Theory Vol. II, Kluwer, Boston, chapter 15.
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  5. Starmer, C. (2000) “Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk” , Journal of Economic Literature 38, 332-382.

  6. Sugden, R. (2004) “Alternatives to Expected Utility: Foundation” , in: P.J. Hammond, S. Barberá, and C. Seidl [eds.], Handbook of Utility Theory Vol. II, Kluwer, Boston, chapter 14.
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  7. von Neuman, J., and O. Morgenstern (1947) Theory of Games and Economic Behavior, Princeton University Press, 2nd edn., Princeton.
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