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  1. Simon Grant & Timothy Van Zandt (2009). Expected Utility Theory. In Paul Anand, Prasanta Pattanaik & Clemens Puppe (eds.), The Handbook of Rational and Social Choice. Oup Oxford.
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  2. Martin M. Monti, Simon Grant & Daniel N. Osherson (2005). A Note on Concave Utility Functions. Mind and Society 4 (1):85-96.
    The classical theory of preference among monetary bets represents people as expected utility maximizers with concave utility functions. Critics of this account often rely on assumptions about preferences over wide ranges of total wealth. We derive a prediction of the theory that bears on bets at any fixed level of wealth, and test the prediction behaviorally. Our results are discrepant with the classical account. Competing theories are also examined in light of our data.
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  3. Simon Grant, Atsushi Kajii & Ben Polak (2000). Preference for Information and Dynamic Consistency. Theory and Decision 48 (3):263-286.
    We provide necessary and sufficient conditions for a dynamically consistent agent always to prefer more informative signals (in single-agent problems). These conditions do not imply recursivity, reduction or independence. We provide a simple definition of dynamically consistent behavior, and we discuss whether an intrinsic information lover (say, an anxious person) is likely to be dynamically consistent.
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  4. Simon Grant (1995). A Strong (Ross) Characterization of Multivariate Risk Aversion. Theory and Decision 38 (2):131-152.
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