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The Origin of Prospect Theory, or Testing the Intuitive Statistician

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Author Info
Floris Heukelom () (Faculty of Economics, Universiteit van Amsterdam)
Abstract

The origin of prospect theory is the desire to test the intuitive statistician in the real world. The development of this theory by the cognitive psychologists Kahneman and Tversky can be traced to the formers work in cognitive psychophysics, in which deviations from average behavior are termed (statistical) errors; and the latters work on decision theory, with its normative vs. descriptive framework. The combination of these two types of probabilistic psychology culminated in a new descriptive theory of human decision making in the real world, coined Heuristics and Biases. The 1979 Econometrica article applies this new descriptive theory to economists EUT. It equates the intuitive statistician with the rational economic man and shows how it descriptively fails.

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Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 05-111/2.

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Date of creation: 08 Dec 2005
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Handle: RePEc:dgr:uvatin:20050111

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Related research
Keywords: Kahneman and Tversky; Prospect Theory; Intuitive Statistician; Heuristics and Biases;

Find related papers by JEL classification:
B31 - Schools of Economic Thought and Methodology - - History of Thought: Individuals - - - Individuals
B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology
D01 - Microeconomics - - General - - - Microeconomic Behavior: Underlying Principles
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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  1. Tversky, Amos & Kahneman, Daniel, 1986. "Rational Choice and the Framing of Decisions," Journal of Business, University of Chicago Press, vol. 59(4), pages S251-78, October. [Downloadable!] (restricted)
  2. Laibson, David & Zeckhauser, Richard, 1998. "Amos Tversky and the Ascent of Behavioral Economics," Journal of Risk and Uncertainty, Springer, vol. 16(1), pages 7-47, April. [Downloadable!] (restricted)
  3. Kahneman, Daniel & Tversky, Amos, 1979. "Prospect Theory: An Analysis of Decision under Risk," Econometrica, Econometric Society, vol. 47(2), pages 263-91, March. [Downloadable!] (restricted)
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