"Preference Reversal" and the Observability of Preferences by Experimental Methods
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DOI10.2307/1913606zbMATH Open0613.90001OpenAlexW2028349831MaRDI QIDQ4721032FDOQ4721032
Publication date: 1987
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913606
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Cited In (52)
- Risk perception and ambiguity in a quantile cumulative prospect theory
- Vickrey auctions in the theory of expected utility with rank-dependent probabilities
- A test of (weak) certainty independence
- "Coherent Arbitrariness": Stable Demand Curves Without Stable Preferences
- A second-generation disappointment aversion theory of decision making under risk
- Order indifference and rank-dependent probabilities
- On a lottery pricing anomaly: Time tells the tale
- Order preservation of PEST determined certainty equivalents: A test based on lotteries with a fixed preference strength
- The reverse Allais paradox
- The Becker-Degroot-Marschak mechanism and generalized utility theories: Theoretical predictions and empirical observations
- The Becker-deGroot-Marschak mechanism is not necessarily incentive compatible, even for non-random goods
- Ambiguous information and dilation: an experiment
- Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory
- Information and preference reversals in lotteries
- Title not available (Why is that?)
- Social and strategic ambiguity versus betrayal aversion
- Third-generation prospect theory
- A re-examination of Harrison's experimental test for risk aversion
- Testing negative value of information and ambiguity aversion
- Efficient sets with and without the expected utility hypothesis
- Preference reversals and the analysis of income distributions
- Axiomatic utility theories with the betweenness property
- The price for information about probabilities and its relation with risk and ambiguity
- Randomization and dynamic consistency
- Are preference reversals errors? An experimental investigation
- Recent developments in modelling preferences under risk
- Attitudes toward uncertainty and randomization: an experimental study
- Rational choice with status quo bias
- Contextual deliberation and the choice-valuation preference reversal
- Range effects and lottery pricing
- Randomization devices and the elicitation of ambiguity-averse preferences
- Preference reversals: the impact of truth-revealing monetary incentives
- Half-full or half-empty? A model of decision making under risk
- Preference reversals and probabilistic decisions
- An experimental test of generalized ambiguity aversion using lottery pricing tasks
- Indifference or indecisiveness? Choice-theoretic foundations of incomplete preferences
- Anticipated utility: A measure representation approach
- The Becker-DeGroot-Marschak mechanism and nonexpected utility: A testable approach
- A correspondence theorem between expected utility and smooth utility
- Eliciting risk preferences using choice lists
- Eliciting ambiguity aversion in unknown and in compound lotteries: a smooth ambiguity model experimental study
- Expression theory and the measurement of apparently labile values
- Sure things - dominance and independence rules for choice under uncertainty
- Comparative statics for rank-dependent expected utility theory
- Multiple priors and comparative ignorance
- Expected utility versus anticipated utility: Where do we stand!
- Do subjects separate (or are they sophisticated)?
- Abraham Wald's complete class theorem and Knightian uncertainty
- Lottery acquisition versus information acquisition: Prices and preference reversals
- Framing, switching and preference reversals
- A preference change or a perception change? A comment on Dietrich and List
- Response mode and stochastic choice together explain preference reversals
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