`Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk
From MaRDI portal
Publication:737885
Recommendations
Cites work
- A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
- A microeconometric test of alternative stochastic theories of risky choice
- Advances in prospect theory: cumulative representation of uncertainty
- Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996
- Choice theories for differentially comparable alternatives
- Discrete Choice Methods with Simulation
- Does repetition improve consistency?
- Econometric analysis of cross section and panel data.
- Eliciting Risk and Time Preferences
- Expected utility theory and prospect theory: One wedding and a decent funeral
- Experience-weighted Attraction Learning in Normal Form Games
- Generalized expected utility, heteroscedastic error, and path dependence in risky choice
- High breakdown-point and high efficiency robust estimates for regression
- scientific article; zbMATH DE number 3156726 (Why is no real title available?)
- scientific article; zbMATH DE number 50707 (Why is no real title available?)
- Inverse distributions and independent gamma-distributed products of random variables
- Investigating Generalizations of Expected Utility Theory Using Experimental Data
- Investigation of stochastic preference theory using experimental data
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Model comparisons and model selections based on generalization criterion methodology
- Modelling the stochastic component of behaviour in experiments: Some issues for the interpretation of data
- Prospect Theory: An Analysis of Decision under Risk
- Quantal response equilibria for normal form games
- Random Expected Utility
- Risk attitude under random utility
- Risk Aversion in the Small and in the Large
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Stochastic Choice and Cardinal Utility
- Stochastic choice and the allocation of cognitive effort
- Stochastic choice with deterministic preferences:
- Stochastic expected utility theory
- The Probability Weighting Function
- Why we should not be silent about noise
Cited in
(36)- A microeconometric test of alternative stochastic theories of risky choice
- Fechner's strong utility model for choice among \(n > 2\) alternatives: risky lotteries, savage acts, and intertemporal payoffs
- Uncertainty and binary stochastic choice
- Knowing me, imagining you: projection and overbidding in auctions
- Perceived hazard and product choice: An application to recreational site choice
- A discrete choice model when context matters
- Stronger utility
- An axiomatic foundation of conditional logit
- Do people maximize quantiles?
- A Bayesian method for characterizing population heterogeneity
- Future plans and errors
- Probabilistic subjective expected utility
- Beyond fictitious play beliefs: incorporating pattern recognition and similarity matching
- Which decision theory?
- Estimation of social preferences in generalized dictator games
- When is coarseness not a curse? Comparative statics of the coarse random utility model
- Varieties of risk preference elicitation
- Expected utility theory and inner and outer measures of loss aversion
- Probability weighting and L-moments
- Explaining deviations from equilibrium in auctions with avoidable fixed costs
- Inferring beliefs as subjectively imprecise probabilities
- Inference under stability of risk preferences
- Risk aversion in travel mode choice with rank-dependent utility
- Overbidding and overspreading in rent-seeking experiments: cost structure and prize allocation rules
- Behavior in the centipede game: a decision-theoretical perspective
- Probabilistic risk aversion with an arbitrary outcome set
- Does risk aversion explain behavior in a lemon market?
- Empirical underidentification in estimating random utility models: The role of choice sets and standardizations
- Loss aversion
- Testing the TASP: an experimental investigation of learning in games with unstable equilibria
- Harmonic choice model
- A contextual range-dependent model for choice under risk
- Structural estimation of higher order risk preferences
- The descriptive and predictive adequacy of theories of decision making under uncertainty/ambiguity
- Asymmetric noise and systematic biases: a new look at the trade-off method
- Noise and bias in eliciting preferences
This page was built for publication: `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q737885)