Books on the topic 'Utility theory – Mathematical models'

Chew, Soo Hong. Mixture symmetric utility theory. Toronto: Dept. of Economics, Institute for Policy Analysis, University of Toronto, 1988.

Quiggin, John. Generalized expected utility theory: The rank-dependent model. Boston: Kluwer Academic Publishers, 1993.

Green, Edward J. A revealed preference theory for expected utility. Santa Monica, CA: Rand Corp., 1989.

Hong, Chew Soo. Recursive utility under uncertainty. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1990.

Segal, Uzi. Anticipated utility: A measure representation approach. Toronto: Dept. of Economics, Institute for Policy Analysis, University of Toronto, 1988.

Chew, S. H. A unifying approach to axiomatic non-expected utility theories. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1987.

Segal, U. Additively separable representations on non-convex sets. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1991.

Safra, Svi. Preference reversals and nonexpected utility behavior. Toronto: Dept. of Economics, Institute for Policy Analysis, University of Toronto, 1988.

Oginuma, Takashi. A theory of expected utility with nonadditive probability. Kobe, Japan: Institute of Economic Research, Kobe University of Commerce, 1990.

Chung, Jae Wan. Utility and production functions: Theory and applications. Oxford, UK: Blackwell, 1994.

Duffie, Darrell. Asset pricing with stochastic differential utility. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1991.

Safra, Zvi. The Becker-Degroot-Morschak mechanism and anticipated utility: A testable approach. Toronto: Dept. of Economics, Institute for Policy Analysis, University of Toronto, 1988.

Epstein, Larry G. First order risk aversion and the equity premium puzzle. Toronto: Dept. of Economics, University of Toronto, 1989.

Segal, Uzi. Local risk aversion. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1988.

Epstein, Larry G. Infinite horizon temporal lotteries and expected utility theory. Toronto: University of Toronto, Department of Economics and Institute for Policy Analysis, 1986.

L, Basmann R., ed. The Generalized Fechner-Thurstone direct utility function and some of its uses. New York: Springer-Verlag, 1988.

Safra, Zvi. Dominance axioms and multivariate nonexpected utility preferences. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1990.

Syll, Lars Pålsson. Utility theory and structural analysis: Essays in the history of Swedish economic thought. Lund, Sweden: Dept. of Economics, Lund University, 1997.

Angelsen, Arild. Individual choice under uncertainty. Bergen, Norway: Chr. Michelsen Institute, Development Studies and Human Rights, 1993.

Jue ce fen xi zhong de xiao yong li lun. Shanghai Shi: Shanghai jiao tong da xue chu ban she, 2000.

Honda, Yūzō. The Friedman-Savage hypothesis and the downward sloping liquidity preference schedule. Kobe, Japan: Institute of Economic Research, Kobe University of Commerce, 1986.

Köksalan, M. Murat. An approach and computational results on testing the form of a decision maker's utility function. West Lafayette, Ind: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University, 1990.

Arnott, Richard. Price equilibrium, efficiency, and decentralizability in insurance markets. Cambridge, MA: National Bureau of Economic Research, 1991.

Segal, U. Order indifference and rank-dependent probabilities. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1990.

Epstein, Larry G. The Relation between utility and the price of equity. Toronto: University of Toronto, Dept. of Economics and Institute for Policy Analysis, 1988.

Rouwendal, Jan. Choice and allocation models for the housing market. Dordrecht: Kluwer Academic Publishers, 1989.

Puppe, Clemens. Distorted probabilities and choice under risk. Berlin: Springer-Verlag, 1991.

Shananin, A. A. K ravnovesnoĭ teorii agregirovanii͡a︡. Moskva: Vychislitelʹnyĭ t͡s︡entr AN SSSR, 1987.

Epstein, Larry G. Intertemporal asset pricing under Knightian uncertainty. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1992.

Bennett, Rosalind L. Indeterminacy with non-separable utility. Badia Fiesolana, San Domenico: European University Institute, 1999.

Bennett, Rosalind L. Indeterminacy with non-separable utility. Florence: European University Institute, 1999.

Nutzwertverfahren. Heidelberg: Physica, 1992.

Daboni, Luciano. Luciano Daboni: Scritti scelti. Trieste: Dipartimento di matematica applicata "Bruno de Finetti", 2001.

Schiff, Maurice. On the inefficiency of inequality. [Washington, D.C: World Bank, 2004.

Scheefer, Peter. Zur Anwendung der multiattributiven Nutzentheorie bei Rückversicherungsentscheidungen von Erstversicherern. Karlsruhe: VVW, 1986.

Segal, Uzi. Two-stage lotteries without the reduction axiom. Toronto, Ont: University of Toronto, 1987.

The origins of economic growth: The fundamental interaction between material and nonmaterial values. Berlin: Springer, 1997.

Agregirovanie konechnykh produktov i problema integriruemosti funkt͡s︡iĭ sprosa. Moskva: Vychislitelʹnyĭ t͡s︡entr AN SSSR, 1986.

Aizenman, Joshua. International portfolio diversification with generalized expected utility preferences. Cambridge, MA: National Bureau of Economic Research, 1997.

Axiomatic utility theory under risk: Non-archimedean representations and application to insurance economics. Berlin: Springer, 1998.

Arcidiacono, Peter. Living rationally under the volcano?: An empirical analysis of heavy drinking and smoking. Cambridge, MA: National Bureau of Economic Research, 2001.

Bikhchandani, Sushil. Stochastic dominance under bayesian learning. Toronto: University of Toronto, 1990.

Kandel, Shmuel. Asset returns and intertemporal preferences. Cambridge, MA: National Bureau of Economic Research, 1991.

Basu, Kaushik. The collective model of the household and unexpected implication for child labor: Hypothesis and an empirical test. Washington, D.C: World Bank, Office of the Senior Vice President, Development Economics, 2002.

Abel, Andrew B. Asset prices under habit formation and catching up with the Joneses. Cambridge, MA: National Bureau of Economic Research, 1990.

1952-, Tanguiane Andranick S., and Gruber Josef 1935-, eds. Constructing and applying objective functions: Proceedings of the Fourth International Conference on Econometric Decision Models, Constructing and Applying Objective Functions, University of Hagen, held in Haus Nordhelle, August 28-31, 2000. Berlin: Springer, 2002.

Weil, Philippe. Equilibrium asset prices with undiversifiable labor income risk. Cambridge, MA: National Bureau of Economic Research, 1992.

Köksalan, M. Murat. Interactive approaches for the discrete alternative multiple criteria decision making problem. West Lafayette, Ind: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University, 1990.

Giovannini, Alberto. Time-series tests of a non-expected-utility model of asset pricing. Cambridge, MA: National Bureau of Economic Research, 1989.

Dynamic preferences, choice mechanisms, and welfare. Berlin: Springer, 1998.