‘Stochastically more risk averse:’ A contextual theory of stochastic discrete choice under risk. Harrison (Eds.), Research in Experimental Economics. Stochastic models for binary discrete choice under risk: A critical primer and econometric comparison. Cambridge, UK: Cambridge University Press. Learning, Memory, and Cognition, 23, 406–426. Tests of consequence monotonicity in decision making under uncertainty. Von Winterfeldt, D., Chung, N.-K., Luce, R. Journal of the European Economic Association, 13, 421–452. Common components of risk and uncertainty attitudes across contexts and domains: evidence from 30 countries. M., Lefebvre, M., Bouchouicha, R., Chmura, T., Hakimov, R., Krawczyk, M., et al. Journal of Risk and Uncertainty, 5, 297–323. Advances in prospect theory: cumulative representation of uncertainty. Journal of Mathematical Psychology, 45, 864–912. Random relations, random utilities and random functions. Regenwetter, M., Dana, J., & Davis-Stober, C. Journal of Economic Behavior & Organization, 3, 323–343. Technical Report DAMTP 1992/NA5, Department of Applied Mathematics and Theoretical Physics, University of Cambridge. A direct search optimization method that models the objective and constraint functions by linear interpolation. Assessing the construct validity of risk attitude. Stable distributions-Models for heavy tailed data. Probability transformations in the study of behavior toward risk. A simplex method for function minimization. Boundedly rational expected utility theory. Navarro-Martinez, D., Loomes, G., Isoni, A., Butler, D., & Alaoui, L. Utility of gains and losses: measurement-theoretical and experimental approaches. Journal of Mathematical Psychology, 41, 79–87. Some unresolved conceptual problems in mathematical psychology. Testing different stochastic specifications of risky choice. Incorporating a stochastic element into decision theories. Journal of Risk and Uncertainty, 24, 103–130. A microeconometric test of alternative stochastic theories of risky choice. Journal of Economic Psychology, 18, 469–486. Inferring risk attitudes from certainty equivalents: some lessons from an experimental study. Journal of Mathematical Economics, 63, 164–173. A theory of stochastic choice under uncertainty. Survival models for heterogeneous populations derived from stable distributions. Journal of Mathematical Psychology, 33, 206–222. Ellsberg revisited: an experimental study. Fourier analysis and boundary value problems. On the shape of the probability weighting function. Poldrack (Eds.), Neuroeconomics: decision making and the brain. An introduction to probability theory and its applications, Vol. A measurement error approach for modeling consumer risk preference. American Economic Review, 97, 277–297.Įliashberg, J., & Hauser, J. Imprecision as an account of the preference reversal phenomenon. Risk and rationality: uncovering heterogeneity in probability distortion. A parameter-free estimation of the probability weighting function in medical decision analysis. Journal of Applied Econometrics, 25, 963–986.īleichrodt, H., & Pinto, J. Models of stochastic choice and decision theories: why both are important for analyzing decisions. Behavioral Science, 8, 41–55.īlavatskyy, P., & Pogrebna, G. Journal of Political Economy (forthcoming).īecker, G. Monotone stochastic choice models: The case of risk and time preferences. Preference for flexibility and random choice. Loss aversion under prospect theory: a parameter-free measurement. Management Science, 46, 1497–1512.Ībdellaoui, M., Bleichrodt, H., & Paraschiv, C. Parameter-free elicitation of utility and probability weighting functions.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |