A Revealed Preference Theory for Expected Utility

DOI10.2307/2297827MaRDI QIDQ3359967zbMATH OpenOpenAlexFDO

Authors Edward J. Green, Kent Osband

Publication date 1991

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2297827

zbMATH Keywords

revealed preference theory

Mathematics Subject Classification ID

Utility theory (91B16)

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• An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
• Revealed preference and portfolio choice
• Savage in the market
• Consequentialist foundations for expected utility
• Revealed preference analysis of expected utility maximization under prize-probability trade-offs
• An expected utility theory for state-dependent preferences
• Average Utility Maximization: A Preference Foundation
• Psychological expected utility theory and anticipatory feelings
• Comparative statics tests between decision models under risk
• The preservation of multivariate comparative statics in nonexpected utility theory
• Revealed Preference Theory
• Consistent choice under uncertainty
• Choice theory when agents can randomize
• Probabilités, propensions, utilités
• Full information equivalence in large elections
• "Making Book Against Oneself," The Independence Axiom, and Nonlinear Utility Theory
• Expected utility theory with probability grids and preference formation
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