A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem

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Household Portfolio Diversification: A Case for Rank-Dependent Preferences (2005, unknown): “(17)Axiomatizations of this utility were provided, among others, by Yaari (1987) and Abdellaoui (2002).”
Risk measurement with equivalent utility principles (2006, background): “For other sets of axioms, see e.g. Chateauneuf & Wakker (1999) and Abdellaoui (2002).”
ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES (2016, unknown): “Rank-dependent utility theory (RDUT) (Quiggin 1982, 1993; Schmeidler 1989; Abdellaoui 2002) is an alternative model of choice under uncertainty to the classical expected utility theory (EUT).”
The hyperbolic factor: A measure of time inconsistency (2010, background): “Examples include Abdellaoui (2002, p. 726, Definition 6), Blavatskyy (2006, p. 320, TO method), Bleichrodt and Miyamoto (2003, p. 183, tradeoff consistency), Bouyssou and Pirlot (2003, p. 685), Chateauneuf (1999, p. 25, C.S.T.P.), Karni (2003), Schmidt and Zank (2001, p.”
A genuine foundation for prospect theory (2012, methodology): “If probabilistic sophistication holds, the tools used in the models of Chateauneuf (1999), Abdellaoui (2002) and Zank (2010) could be supplemented with additional preference conditions that give sign-dependence, from which reference-dependence could be derived.”