Revealed preference theory on the choice of lotteries

DOI10.1016/0304-4068(95)00755-5MaRDI QIDQ1363088zbMATH OpenOpenAlexFDO

Authors Tae-Sung Kim

Publication date 7 August 1997

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4068(95)00755-5

zbMATH Keywords

expected utility maximizationchoice behaviorrevealed preference characterization

Mathematics Subject Classification ID

Individual preferences (91B08) Utility theory (91B16)

Recommendations

• The subjective expected utility hypothesis and revealed preference
• Revealed preference analysis of expected utility maximization under prize-probability trade-offs
• A Revealed Preference Theory for Expected Utility
• Revealed preference and expected utility
• Consistent choice under uncertainty

Cites work

• Conditions for expected utility maximization: The finite case
• Convex Analysis
• Expected utility maximization and demand behavior
• Prospect Theory: An Analysis of Decision under Risk
• Rational choice and polynomial measurement models
• Revealed preference, stochastic dominance, and the expected utility hypothesis
• The subjective expected utility hypothesis and revealed preference

Cited in

(13)

• Revealed preference analysis of expected utility maximization under prize-probability trade-offs
• The subjective expected utility hypothesis and revealed preference
• Lotteries and the law of demand
• Revealed preference and the subjective state space hypothesis
• Nash rationalization of collective choice over lotteries
• Revealed preference and portfolio choice
• Revealed stochastic preference: a synthesis
• Rationality judge and optimization design of lottery scheme
• Lotteries, insurance, and star-shaped utility functions
• Lottery dependent utility: A reexamination
• scientific article; zbMATH DE number 2156678 (Why is no real title available?)
• Payoff kinks in preferences over lotteries
• Consistent choice under uncertainty

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