Stochastic choice with deterministic preferences:

DOI10.1016/0165-1765(94)00533-8zbMath0874.90007OpenAlexW1996299440MaRDI QIDQ674076

John D. Hey, Enrica Carbone

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00533-8

zbMATH Keywords

decision-making under riskD81C91Deterministic preferencesStochastic choice

Mathematics Subject Classification ID

Decision theory (91B06) Individual preferences (91B08)

Related Items (13)

Fechner's strong utility model for choice among \(n > 2\) alternatives: risky lotteries, savage acts, and intertemporal payoffs ⋮ Probability weighting and L-moments ⋮ Empirical tests of stochastic binary choice models ⋮ Multiple-switching behavior in choice-list elicitation of risk preference ⋮ Harmonic choice model ⋮ Consumer equilibrium, random choice and hemi-Bayesian revision rule ⋮ Stochastic utility theorem ⋮ A Bayesian approach to testing decision making axioms ⋮ Stochastic expected utility theory ⋮ `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk ⋮ Investigating risky choices over losses using experimental data ⋮ Why we should not be silent about noise ⋮ Random utility models and their applications: Recent developments

Cites Work

• Mixture Symmetry and Quadratic Utility
• Investigating Generalizations of Expected Utility Theory Using Experimental Data

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