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A Model of Intertemporal Choice with Rank-Dependent Discounted Utility

https://doi.org/10.2139/ssrn.2433406
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The algebraic versus the topological approach to additive representations
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Polynomial Conjoint Measurement
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The Troika paradox
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Two examples of ambiguity aversion
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The reverse Allais paradox
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Which decision theory?
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Koopmans’ constant discounting for intertemporal choice: A simplification and a generalization
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Representation of a preference ordering by a numerical function
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Preferences for sequences of outcomes.
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PORTFOLIO SELECTION*
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Risk, Ambiguity, and the Rank-Dependence Axioms
inferredcites →https://doi.org/10.1257/jel.38.2.332openalex-extracted
Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk
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Back to the St. Petersburg Paradox?
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A Simple Behavioral Characterization of Subjective Expected Utility
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A Probability Weighting Function for Cumulative Prospect Theory and Mean-Gini Approach to Optimal Portfolio Investment
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Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
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The Dual Theory of Choice under Risk
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Prospect Theory: An Analysis of Decision under Risk
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Anomalies in Intertemporal Choice: Evidence and an Interpretation
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Nonlinear Preferences and Two-Stage Lotteries: Theories and Evidence
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A Note on Measurement of Utility
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“Economics and Psychology”? The Case of Hyperbolic Discounting*
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Stationary Ordinal Utility and Impatience
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