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Peter P. Wakker

Global rank #390 99%

Institution: Erasmus Universiteit Rotterdam

Primary Field: Theory (weighted toward more recent publications)

Homepage: http://personal.eur.nl/wakker/index.htm

First Publication: 1986

Most Recent: 2024

RePEc ID: pwa205 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.51 4.36 0.00 7.37
Last 10 Years 0.90 4.19 8.04 0.00 20.04
All Time 5.60 11.73 48.60 0.00 96.45

Publication Statistics

Raw Publications 68
Coauthorship-Adjusted Count 70.24

Publications (68)

Year Article Journal Tier Authors
2024 A simple and general axiomatization of average utility maximization for infinite streams Journal of Economic Theory A 2
2023 A criticism of Bernheim & Sprenger's (2020) tests of rank dependence Journal of Behavioral and Experimental Economics B 1
2022 Transforming Ordinal Riskless Utility into Cardinal Risky Utility: A Comment on Chung, Glimcher, and Tymula (2019) American Economic Journal: Microeconomics B 1
2021 Belief hedges: Measuring ambiguity for all events and all models Journal of Economic Theory A 4
2021 Prince: An improved method for measuring incentivized preferences Journal of Risk and Uncertainty B 6
2020 Savage for dummies and experts Journal of Economic Theory A 2
2020 Social and strategic ambiguity versus betrayal aversion Games and Economic Behavior B 3
2019 Resolving Rabin’s paradox Journal of Risk and Uncertainty B 6
2019 A powerful tool for analyzing concave/convex utility and weighting functions Journal of Economic Theory A 2
2019 Trust as a decision under ambiguity Experimental Economics A 3
2018 Measuring Ambiguity Attitudes for All (Natural) Events Econometrica S 4
2018 Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications Journal of Risk and Uncertainty B 2
2017 Making Case-Based Decision Theory Directly Observable American Economic Journal: Microeconomics B 4
2017 Improving one’s choices by putting oneself in others’ shoes – An experimental analysis Journal of Risk and Uncertainty B 3
2016 Measuring Discounting without Measuring Utility American Economic Review S 5
2016 Group decision rules and group rationality under risk Journal of Risk and Uncertainty B 4
2014 An experimental test of prospect theory for predicting choice under ambiguity Journal of Risk and Uncertainty B 3
2013 Expected utility without continuity: A comment on Delbaen et al. (2011) Journal of Mathematical Economics B 2
2012 Relative concave utility for risk and ambiguity Games and Economic Behavior B 3
2012 Aggregating imprecise or conflicting beliefs: An experimental investigation using modern ambiguity theories Journal of Risk and Uncertainty B 3
2012 Random incentive systems in a dynamic choice experiment Experimental Economics A 4
2011 The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation American Economic Review S 4
2011 Prospect theory for continuous distributions: A preference foundation Journal of Risk and Uncertainty B 3
2010 Process fairness and dynamic consistency Economics Letters C 2
2009 Non-hyperbolic time inconsistency Games and Economic Behavior B 3
2009 A Truth Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes<xref ref-type="fn" rid="FN11">*</xref> Review of Economic Studies S 4
2008 Causes of ambiguity aversion: Known versus unknown preferences Journal of Risk and Uncertainty B 3
2008 Explaining the characteristics of the power (CRRA) utility family Health Economics B 1
2007 Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory Journal of Econometrics A 3
2007 Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory Journal of Risk and Uncertainty B 3
2006 Learning in the Allais paradox Journal of Risk and Uncertainty B 2
2005 Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces Games and Economic Behavior B 1
2005 An index of loss aversion Journal of Economic Theory A 2
2004 The Utility of Gambling Reconsidered Journal of Risk and Uncertainty B 3
2004 A Simple Tool for Qualitatively Testing, Quantitatively Measuring, and Normatively Justifying Savage's Subjective Expected Utility Journal of Risk and Uncertainty B 2
2002 Utility in Case-Based Decision Theory Journal of Economic Theory A 3
2002 A simple preference foundation of cumulative prospect theory with power utility European Economic Review B 2
2001 Nonmonotonic Choquet integrals Journal of Mathematical Economics B 2
2001 On the Intuition of Rank-Dependent Utility. Journal of Risk and Uncertainty B 2
2000 Uncertainty aversion: a discussion of critical issues in health economics Health Economics B 1
1999 An Axiomatization of Cumulative Prospect Theory for Decision under Risk. Journal of Risk and Uncertainty B 2
1999 A unified derivation of classical subjective expected utility models through cardinal utility Journal of Mathematical Economics B 2
1998 Revealed Likelihood and Knightian Uncertainty. Journal of Risk and Uncertainty B 2
1998 Dynamic Choice and NonExpected Utility. Journal of Risk and Uncertainty B 2
1997 Characterizing QALYs by Risk Neutrality. Journal of Risk and Uncertainty B 3
1997 Back to Bentham? Explorations of Experienced Utility Quarterly Journal of Economics S 3
1997 Probabilistic Insurance. Journal of Risk and Uncertainty B 3
1997 A Single-Stage Approach to Anscombe and Aumann's Expected Utility Review of Economic Studies S 2
1996 Cycle-preserving extension of demand functions to new commodities Journal of Mathematical Economics B 2
1996 The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis Journal of Mathematical Economics B 1
1996 The Comonotonic Sure-Thing Principle. Journal of Risk and Uncertainty B 2
1996 A Test of Rank-Dependent Utility in the Context of Ambiguity. Journal of Risk and Uncertainty B 2
1995 Confidence intervals for cost/effectiveness ratios Health Economics B 2
1994 WARP Does Not Imply SARP for More Than Two Commodities Journal of Economic Theory A 2
1994 The Axiomatic Basis of Anticipated Utility: A Clarification Journal of Economic Theory A 2
1994 Comonotonic Independence: The Critical Test between Classical and Rank-Dependent Utility Theories. Journal of Risk and Uncertainty B 3
1993 From local to global additive representation Journal of Mathematical Economics B 2
1993 A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment Journal of Economic Theory A 3
1993 Decision Making with Belief Functions: Compatibility and Incompatibility with the Sure-Thing Principle. Journal of Risk and Uncertainty B 2
1993 Additive representations on rank-ordered sets : II. The topological approach Journal of Mathematical Economics B 1
1993 Counterexamples to Segal's Measure Representation Theorem. Journal of Risk and Uncertainty B 1
1993 An Axiomatization of Cumulative Prospect Theory. Journal of Risk and Uncertainty B 2
1993 Savage's Axioms Usually Imply Violation of Strict Stochastic Dominance Review of Economic Studies S 1
1992 Characterizing Stochastically Monotone Functions by Multiattribute Utility Theory. Economic Theory B 1
1990 Characterizing optimism and pessimism directly through comonotonicity Journal of Economic Theory A 1
1989 Continuous subjective expected utility with non-additive probabilities Journal of Mathematical Economics B 1
1988 Derived strengths of preference relations on coordinates Economics Letters C 1
1986 Convex functions on non-convex domains Economics Letters C 2