Investigating risky choices over losses using experimental data
From MaRDI portal
Publication:2575462
DOI10.1007/s11166-005-3554-7zbMath1118.91329OpenAlexW2160571364MaRDI QIDQ2575462
John A. List, Chad Settle, Charles F. Mason, Jason F. Shogren
Publication date: 9 December 2005
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11166-005-3554-7
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (6)
The impact of governmental assistance on insurance demand under ambiguity: a theoretical model and an experimental test ⋮ ZOOMING IN ON AMBIGUITY ATTITUDES ⋮ Risk behavior for gain, loss, and mixed prospects ⋮ Averting risk in the face of large losses: Bernoulli vs. Tversky and Kahneman ⋮ Are CEOs expected utility maximizers? ⋮ Probability weighting and the `level' and `spacing' of outcomes: an experimental study over losses
Cites Work
- Unnamed Item
- Stochastic choice with deterministic preferences:
- Risk and its consequences
- Bounded rationality in individual decision making
- Violations of the betweenness axiom and nonlinearity in probability
- A microeconometric test of alternative stochastic theories of risky choice
- Neglecting disaster: why don't people insure against large losses?
- The Framing of Decisions and the Psychology of Choice
- "Expected Utility" Analysis without the Independence Axiom
- Mixture Symmetry and Quadratic Utility
- The Predictive Utility of Generalized Expected Utility Theories
- Investigating Generalizations of Expected Utility Theory Using Experimental Data
- Rational Behavior, Uncertain Prospects, and Measurable Utility
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- A further examination of cumulative prospect theory parameterizations
This page was built for publication: Investigating risky choices over losses using experimental data