Preference reversals and induced risk preferences: evidence for noisy maximization
From MaRDI portal
(Redirected from Publication:1415490)
Recommendations
- Preference under risk in the presence of indistinguishable probabilities
- Risk preference and reversal from the perspective of overreaction
- Inducing risk-neutral preferences: Further analysis of the data
- Preference reversals and probabilistic decisions
- Risk aversion for variational and multiple-prior preferences
- Consistent preferences and the allocation of effort under uncertainty: the case of risk-averse behavior
- Risk aversion when gains are likely and unlikely: Evidence from a natural experiment with large stakes
- Stability of risk preferences and the reflection effect of prospect theory
Cited in
(10)- Induced global risk preference
- Are preference reversals errors? An experimental investigation
- Contextual deliberation and the choice-valuation preference reversal
- Preference reversals: the impact of truth-revealing monetary incentives
- Reversals of preference between compound and simple risks: The role of editing heuristics
- Preference reversals and the analysis of income distributions
- Response mode and stochastic choice together explain preference reversals
- "Preference Reversal" and the Observability of Preferences by Experimental Methods
- Framing, switching and preference reversals
- Preference reversals and probabilistic decisions
This page was built for publication: Preference reversals and induced risk preferences: evidence for noisy maximization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1415490)