Nonparametric comparative revealed risk aversion
DOI10.1016/J.JET.2014.07.015zbMATH Open1309.91042OpenAlexW1970139262MaRDI QIDQ406421FDOQ406421
Authors: Jan Heufer 
Publication date: 8 September 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2014.07.015
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experimental economicsrisk preferencerevealed preferencecomparative risk aversionnonparametric analysis
Decision theory (91B06) Statistical methods; economic indices and measures (91B82) Consumer behavior, demand theory (91B42)
Cites Work
- The Nonparametric Approach to Demand Analysis
- The Efficiency Analysis of Choices Involving Risk
- Stochastic Dominance and Expected Utility: Survey and Analysis
- Efficiency Estimation of Production Functions
- A Theory of Disappointment Aversion
- Risk Aversion in the Small and in the Large
- The Construction of Utility Functions from Expenditure Data
- Ambiguity made precise: A comparative foundation
- Non-Parametric Tests of Consumer Behaviour
- Afriat and Revealed Preference Theory
- Giving According to GARP: An Experimental Test of the Consistency of Preferences for Altruism
- A Definition of Uncertainty Aversion
- A study of consumer behavior using laboratory data
- Quasiconcave preferences on the probability simplex: a nonparametric analysis
- A simplified test for preference rationality of two-commodity choice
- Comparative risk aversion: a formal approach with applications to saving behavior
- Frontiers of Stochastically Nondominated Portfolios
- Individual Sense of Justice: A Utility Representation
- Increasing uncertainty: a definition
- Revealed preference and expected utility
- Intensity of the sense of fairness: Measurement and behavioral characterization
- Properties of a measure of predictive success
Cited In (8)
- Comparative risk aversion
- A new parametric test for the structure of risk preferences
- Global identification of risk preferences with revealed preference data
- Comparing uncertainty aversion towards different sources
- A powerful tool for analyzing concave/convex utility and weighting functions
- Comparing risk aversion in a probability triangle
- Consistent subsets: computationally feasible methods to compute the Houtman-Maks-index
- Varieties of risk preference elicitation
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