Generalized expected utility, heteroscedastic error, and path dependence in risky choice

DOI10.1023/A:1007814719863MaRDI QIDQ1974064zbMATH OpenOpenAlexFDO

Authors David Buschena, David Zilberman

Publication date 19 July 2000

Published in Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1007814719863

zbMATH Keywords

generalized expected utility modelsheteroscedastic error structurespath-dependencerisky choice

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Social choice (91B14) Utility theory (91B16)

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(20)

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• Stronger utility
• Choice consistency and strength of preference
• Models of risky choice: a state-trace and signed difference analysis
• Which decision theory?
• Probability weighting and L-moments
• scientific article; zbMATH DE number 5538083 (Why is no real title available?)
• Generalized Expected Utility Analysis of Multivariate Risk Aversion
• Probabilistic choice and stochastic dominance
• Mixture models of choice under risk
• `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk
• Evaluation of similarity models for expected utility violations
• Modelling the stochastic component of behaviour in experiments: Some issues for the interpretation of data
• Stochastic choice and the allocation of cognitive effort
• Noise and bias in eliciting preferences
• Stability of risk preferences and the reflection effect of prospect theory
• Cumulative prospect theory's functional menagerie
• Stochastic utility theorem
• Stochastic expected utility theory

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