Andrei Savochkin

ORCID: 0000-0003-0161-2896
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About
Contact & Profiles
Research Areas
  • Decision-Making and Behavioral Economics
  • Economic theories and models
  • Housing Market and Economics
  • Consumer Retail Behavior Studies
  • Economic and Environmental Valuation
  • Cognitive Science and Mapping
  • Quantum Mechanics and Applications
  • Organizational Management and Leadership
  • Complex Systems and Time Series Analysis
  • Financial Markets and Investment Strategies
  • Game Theory and Voting Systems
  • Cognitive Computing and Networks
  • Auction Theory and Applications
  • Quantum Information and Cryptography
  • Psychological Well-being and Life Satisfaction
  • Monetary Policy and Economic Impact
  • Philosophy and History of Science
  • Law, Economics, and Judicial Systems
  • Economic Policies and Impacts

New Economic School
2014-2022

Collegio Carlo Alberto
2013

10.1016/j.jet.2014.11.009 article EN Journal of Economic Theory 2014-11-24

No-Signalling is a fundamental constraint on the probabilistic predictions made by physical theories. It usually justified in terms of constraints imposed special relativity. However, this justification not as clear-cut supposed. We shall give different perspective condition showing an equivalence between and Lambda Independence, or "free choice measurements", hidden-variable theories which needed to make no-go theorems such Bell's theorem non-trivial. More precisely, we show that...

10.4204/eptcs.171.1 article EN cc-by-nc-nd arXiv (Cornell University) 2014-12-26

10.1016/j.jet.2013.04.018 article EN Journal of Economic Theory 2013-04-26

We depart from Savage’s (1954) common state space assumption and introduce a model that allows for subjective understanding of uncertainty. Within the revealed preference paradigm, we uniquely identify agent’s via her preferences conditional on incoming information. According to our representation, contingencies are coarser than analyst’s states; she uses an additively separable utility with respect set contingencies; adopts updating rule follows Bayesian spirit but is limited by perception...

10.2139/ssrn.2962260 article EN SSRN Electronic Journal 2017-01-01

In the Anscombe-Aumann setup, we provide conditions for a collection of observations to be consistent with well-known class smooth ambiguity preferences (Klibanoff P, Marinacci M, Mukerji S (2005) A model decision making under ambiguity. Econometrica 73(6):1849–1892.). Each observation is assumed take form an equivalence between uncertain act and certain outcome. We three results that describe these data sets different cardinality. Our findings uncover surprising links classic mathematical...

10.1287/moor.2016.0799 article EN Mathematics of Operations Research 2016-11-01

10.1016/j.geb.2024.09.010 article EN Games and Economic Behavior 2024-10-01

A consumption event is memorable if the memory of it affects well-being at times after material consumption. We develop an axiomatic model in a dynamic setting. Preferences are represented by present value sum utilities derived each date from current and recollecting past.Our accommodates well-known phenomena psychology, such as peak-end rule, duration neglect, adaptation trends. provide foundations for prominent special case that has Markovian property. The illustrated application to...

10.2139/ssrn.3466759 article EN SSRN Electronic Journal 2019-01-01

No abstract available.

10.2139/ssrn.4122117 article FR SSRN Electronic Journal 2022-01-01
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