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The St. Petersburg Paradox despite risk-seeking preferences: An experimental study

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Author Info
Eike B. Kroll () (Faculty of Economics and Management, Otto-von-Guericke University Magdeburg)
Bodo Vogt () (Faculty of Economics and Management, Otto-von-Guericke University Magdeburg)
Abstract

The St. Petersburg is one of the oldest violations of expected utility theory. Thus far, explanations of the paradox aim at small probabili- ties being perceived as zero and the boundedness of utility. This paper provides experimental results showing that neither risk attitudes nor perception of small probabilities explain the paradox. We nd that even in situations where subjects are risk-seeking, the St. Petersburg Paradox exists. This indicates that the paradox lies at the very core of human decision-making processes and cannot be explained by the parameters discussed in previous research so far.

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File URL: http://www.ww.uni-magdeburg.de/fwwdeka/femm/a2009_Dateien/2009_04.pdf
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Paper provided by Otto-von-Guericke University Magdeburg, Faculty of Economics and Management in its series FEMM Working Papers with number 09004.

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Length: 6 pages
Date of creation: Jan 2009
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Handle: RePEc:mag:wpaper:09004

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  1. Brito, D. L., 1975. "Becker's theory of the allocation of time and the St. Petersburg Paradox," Journal of Economic Theory, Elsevier, vol. 10(1), pages 123-126, February. [Downloadable!] (restricted)
  2. Samuelson, Paul A, 1977. "St. Petersburg Paradoxes: Defanged, Dissected, and Historically Described," Journal of Economic Literature, American Economic Association, vol. 15(1), pages 24-55, March. [Downloadable!] (restricted)
  3. Charles A. Holt & Susan K. Laury, 2002. "Risk Aversion and Incentive Effects," American Economic Review, American Economic Association, vol. 92(5), pages 1644-1655, December. [Downloadable!]
  4. Eike B. Kroll & Bodo Vogt, 2008. "Loss Aversion for time: An experimental investigation of time preferences," FEMM Working Papers 08027, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management. [Downloadable!]
  5. Shapley, Lloyd S., 1977. "The St. Petersburg paradox: A con games?," Journal of Economic Theory, Elsevier, vol. 14(2), pages 439-442, April. [Downloadable!] (restricted)
  6. Henry S. Farber, 2008. "Reference-Dependent Preferences and Labor Supply: The Case of New York City Taxi Drivers," American Economic Review, American Economic Association, vol. 98(3), pages 1069-82, June. [Downloadable!]
  7. Grether, David M & Plott, Charles R, 1979. "Economic Theory of Choice and the Preference Reversal Phenomenon," American Economic Review, American Economic Association, vol. 69(4), pages 623-38, September. [Downloadable!] (restricted)
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