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Optimal Cognitive Processes for Lotteries

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Author Info
Alarie, Y.
Dionne, G.

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Abstract

The aim of the present paper is to propose a rational model of decision-making for lotteries. The key element of the theory is the use of cognitive processes. The maximization of the degree of confidence associated with each judgment involves different processes. Our contribution explains some major violations of the expected-utility theory for decisions on lotteries.

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Publisher Info
Paper provided by Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. in its series Ecole des Hautes Etudes Commerciales de Montreal- with number 01-02.

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Length: 29 pages
Date of creation: 2001
Date of revision:
Handle: RePEc:fth:etcori:01-02

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Postal: Canada; ECOLE DES HAUTES ETUDES COMMERCIALES(H.E.C.),3000, chemin de la Cote-Sainte-Catherine. Montreal (Quebec) Canada H3T 2A7.
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Web page: http://www.hec.ca/
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Related research
Keywords: LOTTERY ; ECONOMIC MODELS ; RISK;

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Find related papers by JEL classification:
D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General

References listed on IDEAS
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  1. Machina, Mark J, 1987. "Choice under Uncertainty: Problems Solved and Unsolved," Journal of Economic Perspectives, American Economic Association, vol. 1(1), pages 121-54, Summer. [Downloadable!] (restricted)
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This page was last updated on 2009-12-16.


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