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Axiomatization of a Preference for Most Probable Winner

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Author Info
Pavlo Blavatskyy ()
Abstract

In binary choice between discrete outcome lotteries, an individual may prefer lottery L 1 to lottery L 2 when the probability that L 1 delivers a better outcome than L 2 is higher than the probability that L 2 delivers a better outcome than L 1. Such a preference can be rationalized by three standard axioms (solvability, convexity and symmetry) and one less standard axiom (a fanning-in). A preference for the most probable winner can be represented by a skew-symmetric bilinear utility function. Such a utility function has the structure of a regret theory when lottery outcomes are perceived as ordinal and the assumption of regret aversion is replaced with a preference for a win. The empirical evidence supporting the proposed system of axioms is discussed. Copyright Springer 2006

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Publisher Info
Article provided by Springer in its journal Theory and Decision.

Volume (Year): 60 (2006)
Issue (Month): 1 (02)
Pages: 17-33
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Handle: RePEc:kap:theord:v:60:y:2006:i:1:p:17-33

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Related research
Keywords: expected utility theory; axiomatization; betweenness; fanning-in; skew-symmetric bilinear utility; regret theory; C91; D81;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Ronald Bosman & Frans van Winden, 2001. "Anticipated and Experienced Emotions in an Investment Experiment," Tinbergen Institute Discussion Papers 01-058/1, Tinbergen Institute. [Downloadable!]
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  1. Michael Birnbaum & Ulrich Schmidt, 2008. "An experimental investigation of violations of transitivity in choice under uncertainty," Journal of Risk and Uncertainty, Springer, vol. 37(1), pages 77-91, August. [Downloadable!] (restricted)
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This page was last updated on 2009-12-5.


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