A test for risk-averse expected utility
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Publication:281397
DOI10.1016/J.JET.2016.03.002zbMATH Open1369.91057OpenAlexW2295565394MaRDI QIDQ281397FDOQ281397
Authors: Christopher P. Chambers, Seung-Keun Martinez, Ce Liu 
Publication date: 11 May 2016
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2016.03.002
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- The Construction of Utility Functions from Expenditure Data
- Expected utility maximization and demand behavior
- Separation theorems and expected utilities
- Are probabilities used in markets?
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- Savage in the market
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Cited In (6)
- A new parametric test for the structure of risk preferences
- TESTING THE SIGNIFICANCE OF THE DEPARTURES FROM UTILITY MAXIMIZATION
- What were you thinking? Decision theory as coherence test
- A model of state aggregation
- Rationality testing under asymmetric loss
- A test of risk vulnerability in the wider population
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