Recommendations
- An experimental test for risk aversion
- Testing for risk aversion: A stochastic dominance approach
- Measures of risk aversion with expected and nonexpected utility
- Risk aversion and expected-utility theory: a calibration exercise
- Resolving inconsistencies in utility measurement under risk: tests of generalizations of expected utility
- A new parametric test for the structure of risk preferences
- A simple axiomatization of risk-averse expected utility
- A re-examination of Harrison's experimental test for risk aversion
- Expected utility for nonstochastic risk
Cites work
- scientific article; zbMATH DE number 1266748 (Why is no real title available?)
- scientific article; zbMATH DE number 734930 (Why is no real title available?)
- scientific article; zbMATH DE number 3078983 (Why is no real title available?)
- scientific article; zbMATH DE number 3095897 (Why is no real title available?)
- A More Robust Definition of Subjective Probability
- Are probabilities used in markets?
- Expected utility maximization and demand behavior
- Revealed Preference Theory
- Savage in the market
- Separation theorems and expected utilities
- The Construction of Utility Functions from Expenditure Data
Cited in
(6)- A model of state aggregation
- TESTING THE SIGNIFICANCE OF THE DEPARTURES FROM UTILITY MAXIMIZATION
- Rationality testing under asymmetric loss
- What were you thinking? Decision theory as coherence test
- A new parametric test for the structure of risk preferences
- A test of risk vulnerability in the wider population
This page was built for publication: A test for risk-averse expected utility
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q281397)
