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

DOI10.1023/A:1007814719863zbMATH Open0966.91032OpenAlexW4233893937MaRDI QIDQ1974064FDOQ1974064

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

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zbMATH Keywords

path-dependencerisky choicegeneralized expected utility modelsheteroscedastic error structures

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)

Cited In (20)

• Generalized Expected Utility Analysis of Multivariate Risk Aversion
• Cumulative prospect theory's functional menagerie
• Choice consistency and strength of preference
• Stochastic choice and the allocation of cognitive effort
• `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk
• Modelling the stochastic component of behaviour in experiments: Some issues for the interpretation of data
• Models of risky choice: a state-trace and signed difference analysis
• Stochastic expected utility theory
• Fechner's strong utility model for choice among \(n > 2\) alternatives: risky lotteries, savage acts, and intertemporal payoffs
• Mixture models of choice under risk
• Stability of risk preferences and the reflection effect of prospect theory
• Evaluation of similarity models for expected utility violations
• Title not available (Why is that?)
• Probability weighting and L-moments
• Probabilistic choice and stochastic dominance
• Stochastic utility theorem
• Uncertainty and binary stochastic choice
• Noise and bias in eliciting preferences
• Stronger utility
• Which decision theory?

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