Testing the expected utility maximization hypothesis with limited experimental data
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Bibliographic InfoArticle provided by Elsevier in its journal Japan and the World Economy.
Volume (Year): 16 (2004)
Issue (Month): 3 (August)
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Web page: http://www.elsevier.com/locate/inca/505557
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- Russell, Thomas, 2003. "How quasi rational are you II? Chern curvature measures local failure of the expected utility maximization axioms," Economics Letters, Elsevier, vol. 81(3), pages 379-382, December.
- Kim, Tong Suk & Omberg, Edward, 1996. "Dynamic Nonmyopic Portfolio Behavior," Review of Financial Studies, Society for Financial Studies, vol. 9(1), pages 141-61.
- Mark J Machina, 1982.
""Expected Utility" Analysis without the Independence Axiom,"
Levine's Working Paper Archive
7650, David K. Levine.
- Machina, Mark J, 1982. ""Expected Utility" Analysis without the Independence Axiom," Econometrica, Econometric Society, vol. 50(2), pages 277-323, March.
- Chipman, John S, 1973. "The Ordering of Portfolios in Terms of Mean and Variance," Review of Economic Studies, Wiley Blackwell, vol. 40(2), pages 167-90, April.
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