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Citations for " An Experimental Test of Several Generalized Utility Theories"

by Camerer, Colin F

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  1. Loomes, Graham & Taylor, Caron, 1992. "Non-transitive Preferences over Gains and Losses," Economic Journal, Royal Economic Society, vol. 102(411), pages 357-65, March.
  2. Epstein, Larry G. & Zin, Stanley E., 2001. "The independence axiom and asset returns," Journal of Empirical Finance, Elsevier, vol. 8(5), pages 537-572, December.
  3. Machina, Mark J, 2000. "Payoff Kinks in Preferences Over Lotteries," University of California at San Diego, Economics Working Paper Series qt7vn7d2hs, Department of Economics, UC San Diego.
  4. Harrison, Glenn W, 1994. "Expected Utility Theory and the Experimentalists," Empirical Economics, Springer, vol. 19(2), pages 223-53.
  5. Ulrich Schmidt & Horst Zank, 2012. "A genuine foundation for prospect theory," Journal of Risk and Uncertainty, Springer, vol. 45(2), pages 97-113, October.
  6. Cox, James C. & Sadiraj, Vjollca & Schmidt, Ulrich, 2014. "Asymmetrically Dominated Choice Problems, the Isolation Hypothesis and Random Incentive Mechanisms," MPRA Paper 54722, University Library of Munich, Germany.
  7. Peter Brooks & Simon Peters & Horst Zank, 2014. "Risk behavior for gain, loss, and mixed prospects," Theory and Decision, Springer, vol. 77(2), pages 153-182, August.
  8. John Hey & Andrea Morone & Ulrich Schmidt, 2009. "Noise and bias in eliciting preferences," Journal of Risk and Uncertainty, Springer, vol. 39(3), pages 213-235, December.
  9. Bruno S. Frey, 2005. "Knight Fever: Towards an Economics of Awards," CREMA Working Paper Series 2005-12, Center for Research in Economics, Management and the Arts (CREMA).
  10. repec:dgr:uvatin:2008055 is not listed on IDEAS
  11. Larry G. Epstein & Angelo Melino, 1993. "A Revealed Preference Analysis of Asset Pricing Under Recursive Utility," NBER Working Papers 4524, National Bureau of Economic Research, Inc.
  12. Trabelsi, Mohamed Ali, 2006. "Les nouveaux modèles de décision dans le risque et l’incertain : quel apport ?
    [The new models of decision under risk or uncertainty : What approach?]
    ," MPRA Paper 25442, University Library of Munich, Germany.
  13. Ola Andersson & Håkan J. Holm & Jean-Robert Tyran & Erik Wengström, 2013. "Risk aversion relates to cognitive ability: Fact or Fiction?," Discussion Papers 13-10, University of Copenhagen. Department of Economics.
  14. Wakker, Peter & Erev, Ido & Weber, Elke U, 1994. "Comonotonic Independence: The Critical Test between Classical and Rank-Dependent Utility Theories," Journal of Risk and Uncertainty, Springer, vol. 9(3), pages 195-230, December.
  15. Blavatskyy, Pavlo R., 2013. "The reverse Allais paradox," Economics Letters, Elsevier, vol. 119(1), pages 60-64.
  16. Ebbe Groes & Hans Jørgen Jacobsen & Birgitte Sloth & Torben Tranæs, 1997. "Testing the Intransitivity Explanation of the Allais Paradox," CIE Discussion Papers 1998-18, University of Copenhagen. Department of Economics. Centre for Industrial Economics, revised Oct 1998.
  17. Schunk, Daniel & Winter, Joachim, 2009. "The relationship between risk attitudes and heuristics in search tasks: A laboratory experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 347-360, August.
  18. Starmer, Chris, 1999. "Experimental Economics: Hard Science or Wasteful Tinkering?," Economic Journal, Royal Economic Society, vol. 109(453), pages F5-15, February.
  19. Oliver, Adam, 2003. "A quantitative and qualitative test of the Allais paradox using health outcomes," Journal of Economic Psychology, Elsevier, vol. 24(1), pages 35-48, February.
  20. Bernasconi, Michele, 1992. " Different Frames for the Independence Axiom: An Experimental Investigation in Individual Decision Making under Risk," Journal of Risk and Uncertainty, Springer, vol. 5(2), pages 159-74, May.
  21. Peter Wakker & Veronika Köbberling & Christiane Schwieren, 2007. "Prospect-theory’s Diminishing Sensitivity Versus Economics’ Intrinsic Utility of Money: How the Introduction of the Euro can be Used to Disentangle the Two Empirically," Theory and Decision, Springer, vol. 63(3), pages 205-231, November.
  22. Charles Mason & Jason Shogren & Chad Settle & John List, 2005. "Investigating Risky Choices Over Losses Using Experimental Data," Journal of Risk and Uncertainty, Springer, vol. 31(2), pages 187-215, September.
  23. Starmer, Chris, 1992. "Testing New Theories of Choice under Uncertainty Using the Common Consequence Effect," Review of Economic Studies, Wiley Blackwell, vol. 59(4), pages 813-30, October.
  24. Ruth Vargas Hill, 2006. "The role of risk in shaping production decisions: an empirical analysis," Economics Series Working Papers GPRG-WPS-049, University of Oxford, Department of Economics.
  25. Rosella Castellano & Roy Cerqueti, 2013. "Roots and effects of financial misperception in a stochastic dominance framework," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(6), pages 3371-3389, October.
  26. Amit Kothiyal & Vitalie Spinu & Peter Wakker, 2014. "An experimental test of prospect theory for predicting choice under ambiguity," Journal of Risk and Uncertainty, Springer, vol. 48(1), pages 1-17, February.
  27. Harless, David W, 1992. "Actions versus Prospects: The Effect of Problem Representation on Regret," American Economic Review, American Economic Association, vol. 82(3), pages 634-49, June.
  28. Aurélien Baillon & Laure Cabantous & Peter Wakker, 2012. "Aggregating imprecise or conflicting beliefs: An experimental investigation using modern ambiguity theories," Journal of Risk and Uncertainty, Springer, vol. 44(2), pages 115-147, April.
  29. Pavlo Blavatskyy, 2007. "Stochastic expected utility theory," Journal of Risk and Uncertainty, Springer, vol. 34(3), pages 259-286, June.
  30. Blavatskyy, Pavlo R., 2006. "Violations of betweenness or random errors?," Economics Letters, Elsevier, vol. 91(1), pages 34-38, April.
  31. Lora R. Todorova, 2012. "Quantum Risk Preferences in a Laboratory Experiment," FEMM Working Papers 120025, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  32. repec:hal:cesptp:hal-00657327 is not listed on IDEAS
  33. William S. Neilson, 1993. "An Expected Utility-User's Guide to Nonexpected Utility Experiments," Eastern Economic Journal, Eastern Economic Association, vol. 19(3), pages 257-274, Summer.
  34. John Hey, 2005. "Why We Should Not Be Silent About Noise," Experimental Economics, Springer, vol. 8(4), pages 325-345, December.
  35. Manel Baucells & Antonio Villasís, 2010. "Stability of risk preferences and the reflection effect of prospect theory," Theory and Decision, Springer, vol. 68(1), pages 193-211, February.
  36. Colin F. Camerer & Howard Kunreuther, 1989. "Decision processes for low probability events: Policy implications," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 8(4), pages 565-592.
  37. Michał Krawczyk, 2014. "Probability weighting in different domains: the role of stakes, fungibility, and affect," Working Papers 2014-15, Faculty of Economic Sciences, University of Warsaw.
  38. Booij, Adam S. & van de Kuilen, Gijs, 2009. "A parameter-free analysis of the utility of money for the general population under prospect theory," Journal of Economic Psychology, Elsevier, vol. 30(4), pages 651-666, August.
  39. Leland, Jonathan W, 1994. "Generalized Similarity Judgments: An Alternative Explanation for Choice Anomalies," Journal of Risk and Uncertainty, Springer, vol. 9(2), pages 151-72, October.
  40. Lisa Anderson & Sarah Stafford, 2009. "Individual decision-making experiments with risk and intertemporal choice," Journal of Risk and Uncertainty, Springer, vol. 38(1), pages 51-72, February.
  41. Pavlo Blavatskyy, 2012. "Probabilistic choice and stochastic dominance," Economic Theory, Springer, vol. 50(1), pages 59-83, May.
  42. Matthew Rabin, 1998. "Psychology and Economics," Journal of Economic Literature, American Economic Association, vol. 36(1), pages 11-46, March.
  43. Christian A. Stoltenberg & Vadym Lepetyuk, 2012. "Reconciling consumption inequality with income inequality," Working Papers. Serie AD 2012-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  44. Battalio, Raymond C & Kagel, John H & Jiranyakul, Komain, 1990. " Testing between Alternative Models of Choice under Uncertainty: Some Initial Results," Journal of Risk and Uncertainty, Springer, vol. 3(1), pages 25-50, March.
  45. González-Vallejo, Claudia & Harman, Jason L. & Mullet, Etienne & Muñoz Sastre, Maria T., 2012. "An examination of the proportional difference model to describe and predict health decisions," Organizational Behavior and Human Decision Processes, Elsevier, vol. 118(1), pages 82-97.
  46. 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.
  47. David Buschena & David Zilberman, 1999. "Testing the Effects of Similarity on Risky Choice: Implications for Violations of Expected Utility," Theory and Decision, Springer, vol. 46(3), pages 253-280, June.
  48. McAlvanah, Patrick, 2009. "Are people more risk-taking in the presence of the opposite sex?," Journal of Economic Psychology, Elsevier, vol. 30(2), pages 136-146, April.
  49. Ulrich Schmidt & Chris Starmer & Robert Sugden, 2008. "Third-generation prospect theory," Journal of Risk and Uncertainty, Springer, vol. 36(3), pages 203-223, June.
  50. Pavlo Blavatskyy, 2010. "Reverse common ratio effect," Journal of Risk and Uncertainty, Springer, vol. 40(3), pages 219-241, June.
  51. Marshall, Robert C & Richard, Jean-Francois & Zarkin, Gary A, 1992. "Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out)," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(1), pages 31-44, January.
  52. Burke, Michael S, et al, 1996. "An Experimental Note on the Allais Paradox and Monetary Incentives," Empirical Economics, Springer, vol. 21(4), pages 617-32.
  53. Aurora García-Gallego & Nikolaos Georgantzís & Daniel Navarro-Martínez & Gerardo Sabater-Grande, 2011. "The stochastic component in choice and regression to the mean," Theory and Decision, Springer, vol. 71(2), pages 251-267, August.
  54. Pavlo R. Blavatskyy, 2010. "Reverse Common Ratio Effect," IEW - Working Papers 478, Institute for Empirical Research in Economics - University of Zurich.
  55. repec:hal:wpaper:hal-00657327 is not listed on IDEAS
  56. Vadym Lepetyuk & Christian A. Stoltenberg, 2013. "Reconciling Consumption Inequality with Income Inequality," Tinbergen Institute Discussion Papers 13-124/VI, Tinbergen Institute.
  57. J�rg Rieskamp & Jerome R. Busemeyer & Barbara A. Mellers, 2006. "Extending the Bounds of Rationality: Evidence and Theories of Preferential Choice," Journal of Economic Literature, American Economic Association, vol. 44(3), pages 631-661, September.
  58. Nathalie Etchart, 2002. "Adequate Moods for non-eu Decision Making in a Sequential Framework," Theory and Decision, Springer, vol. 52(1), pages 1-28, February.
  59. Elie Appelbaum, 2000. "Estimating the firm's demand and supply functions under uncertainty without expected utility," Working Papers 2000_5, York University, Department of Economics.
  60. Krahnen, Jan Pieter & Rieck, Christian & Theissen, Erik, 1997. "Inferring risk attitudes from certainty equivalents: Some lessons from an experimental study," Journal of Economic Psychology, Elsevier, vol. 18(5), pages 469-486, September.
  61. Bruno Frey, 1990. "From paradoxes to social rules, or: How economics repeats itself," Constitutional Political Economy, Springer, vol. 1(2), pages 27-34, March.
  62. Colin Camerer, 1998. "Bounded Rationality in Individual Decision Making," Experimental Economics, Springer, vol. 1(2), pages 163-183, September.
  63. Conlisk, John, 1993. " The Utility of Gambling," Journal of Risk and Uncertainty, Springer, vol. 6(3), pages 255-75, June.
  64. André De Palma & Nathalie Picard, 2005. "Congestion on risky routes with risk adverse drivers," ERSA conference papers ersa05p423, European Regional Science Association.
  65. de Palma, André & Picard, Nathalie, 2005. "Route choice decision under travel time uncertainty," Transportation Research Part A: Policy and Practice, Elsevier, vol. 39(4), pages 295-324, May.
  66. William T. Harbaugh & Kate Krause & Lise Vesterlund, 1999. "Risk attitudes of children and adults: choices over small and large probability gains and losses," University of Oregon Economics Department Working Papers 1999-2, University of Oregon Economics Department.
  67. Sebastian Ebert & Daniel Wiesen, 2009. "An experimental methodology testing for prudence and third-order preferences," Bonn Econ Discussion Papers bgse21_2009, University of Bonn, Germany.
  68. Pavlo R. Blavatskyy, . "Axiomatization of a Preference for Most Probable Winner," IEW - Working Papers 230, Institute for Empirical Research in Economics - University of Zurich.
  69. Ayako Suzuki & Koichi Kume, 2008. "Aging, Probability Weighting, and Reference Point Adoption: An Experimental Study," ISER Discussion Paper 0720, Institute of Social and Economic Research, Osaka University.
  70. James C. Cox & Vjollca Sadiraj & Ulrich Schmidt, 2011. "Paradoxes and Mechanisms for Choice under Risk," Kiel Working Papers 1712, Kiel Institute for the World Economy.
  71. Matthew Rabin & Georg Weizsacker, 2009. "Narrow Bracketing and Dominated Choices," American Economic Review, American Economic Association, vol. 99(4), pages 1508-43, September.
  72. D. A. Peel & Jie Zhang & D. Law, 2008. "The Markowitz model of utility supplemented with a small degree of probability distortion as an explanation of outcomes of Allais experiments over large and small payoffs and gambling on unlikely outc," Applied Economics, Taylor & Francis Journals, vol. 40(1), pages 17-26.
  73. Rania Hentati-Kaffel & Jean-Luc Prigent, 2012. "Structured portfolio analysis under SharpeOmega ratio," Documents de travail du Centre d'Economie de la Sorbonne 12002, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  74. Blavatskyy, Pavlo R., 2011. "Probabilistic risk aversion with an arbitrary outcome set," Economics Letters, Elsevier, vol. 112(1), pages 34-37, July.
  75. Craig Webb & Horst Zank, 2011. "Accounting for Optimism and Pessimism in Expected Utility," The School of Economics Discussion Paper Series 1111, Economics, The University of Manchester.
  76. Chris Starmer, 2000. "Developments in Non-expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk," Journal of Economic Literature, American Economic Association, vol. 38(2), pages 332-382, June.
  77. John Hey, . "Experiments and the Economics of Individual Decision Making Under Risk and Uncertainty," Discussion Papers 95/49, Department of Economics, University of York.
  78. Brown Kruse, Jamie & Thompson, Mark A., 2001. "A comparison of salient rewards in experiments: money and class points," Economics Letters, Elsevier, vol. 74(1), pages 113-117, December.
  79. Henry Stott, 2006. "Cumulative prospect theory's functional menagerie," Journal of Risk and Uncertainty, Springer, vol. 32(2), pages 101-130, March.
  80. Berg, Joyce E. & Dickhaut, John W. & Rietz, Thomas A., 2010. "Preference reversals: The impact of truth-revealing monetary incentives," Games and Economic Behavior, Elsevier, vol. 68(2), pages 443-468, March.
  81. Harless, David W & Camerer, Colin F, 1994. "The Predictive Utility of Generalized Expected Utility Theories," Econometrica, Econometric Society, vol. 62(6), pages 1251-89, November.
  82. Marquis, M Susan & Holmer, Martin R, 1996. "Alternative Models of Choice under Uncertainty and Demand for Health Insurance," The Review of Economics and Statistics, MIT Press, vol. 78(3), pages 421-27, August.
  83. Simone Cerreia-Vioglio & David Dillenberger & Pietro ortoleva, 2013. "Cautious Expected Utility and the Certainty Effect," Working Papers 488, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  84. Guido Baltussen & G. Post & Martijn Assem & Peter Wakker, 2012. "Random incentive systems in a dynamic choice experiment," Experimental Economics, Springer, vol. 15(3), pages 418-443, September.
  85. Rania Hentati-KAFFEL & Jean-Luc Prigent, 2014. "Structured portfolio analysis under SharpeOmega ratio," Working Papers 2014-425, Department of Research, Ipag Business School.
  86. Loehman, Edna, 1998. "Testing risk aversion and nonexpected utility theories," Journal of Economic Behavior & Organization, Elsevier, vol. 33(2), pages 285-302, January.
  87. Loomes, Graham, 1991. "Testing Decision Theories by Using 'Value Equivalences'," Oxford Economic Papers, Oxford University Press, vol. 43(4), pages 644-66, October.
  88. Bertrand Munier, 1995. "Méthodes expérimentales d'évaluation des théories du risque," Revue Économique, Programme National Persée, vol. 46(3), pages 939-949.
  89. John Hey & Jinkwon Lee, 2005. "Do Subjects Separate (or Are They Sophisticated)?," Experimental Economics, Springer, vol. 8(3), pages 233-265, September.
  90. repec:hal:ciredw:halshs-00004832 is not listed on IDEAS
  91. Pavlo Blavatskyy, 2014. "Stronger utility," Theory and Decision, Springer, vol. 76(2), pages 265-286, February.
  92. Harless, David W., 1992. "Predictions about indifference curves inside the unit triangle : A test of variants of expected utility theory," Journal of Economic Behavior & Organization, Elsevier, vol. 18(3), pages 391-414, August.
  93. Pavlo R. Blavatskyy, . "A Stochastic Expected Utility Theory," IEW - Working Papers 231, Institute for Empirical Research in Economics - University of Zurich.
  94. Blavatskyy, Pavlo R., 2008. "Stochastic utility theorem," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1049-1056, December.
  95. Graham Loomes, 2005. "Modelling the Stochastic Component of Behaviour in Experiments: Some Issues for the Interpretation of Data," Experimental Economics, Springer, vol. 8(4), pages 301-323, December.
  96. Pavlo Blavatskyy, 2011. "Loss aversion," Economic Theory, Springer, vol. 46(1), pages 127-148, January.
  97. John Conley & Simon Wilkie, 2012. "The ordinal egalitarian bargaining solution for finite choice sets," Social Choice and Welfare, Springer, vol. 38(1), pages 23-42, January.
  98. Louis Lévy-Garboua & Hela Maafi & David Masclet & Antoine Terracol, 2012. "Risk aversion and framing effects," Experimental Economics, Springer, vol. 15(1), pages 128-144, March.
  99. Neilson, William S., 1992. "A mixed fan hypothesis and its implications for behavior toward risk," Journal of Economic Behavior & Organization, Elsevier, vol. 19(2), pages 197-211, October.
  100. Sopher & Narramore, 2000. "Stochastic Choice and Consistency in Decision Making Under Risk: An Experimental Study," Theory and Decision, Springer, vol. 48(4), pages 323-349, June.
  101. Peter Brooks & Horst Zank, 2005. "Loss Averse Behavior," Journal of Risk and Uncertainty, Springer, vol. 31(3), pages 301-325, December.
  102. FJohn A. Doukas & Wenjia Zhang, 2013. "Managerial gambling attitudes: evidence from bank acquisitions," Review of Behavioral Finance, Emerald Group Publishing, vol. 5(1), pages 4-34, February.
  103. GRANT, Simon & KAJII, Atsushi, 1994. "Ausi Expected Utility : An Anticipated Utility Theory of Relative Disappointment Aversion," CORE Discussion Papers 1994045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  104. Horst Zank, 2010. "On probabilities and loss aversion," Theory and Decision, Springer, vol. 68(3), pages 243-261, March.
  105. Dacey, Raymond & Gallant, Kenneth S., 1997. "Crime control and harassment of the innocent," Journal of Criminal Justice, Elsevier, vol. 25(4), pages 325-334.
  106. Pavlo R. Blavatskyy & Ganna Pogrebna, 2010. "Models of stochastic choice and decision theories: why both are important for analyzing decisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(6), pages 963-986.
  107. Shumway, C. Richard, 1993. "Production economics: Worthwhile investment?," Agricultural Economics, Blackwell, vol. 9(2), pages 89-108, August.
  108. Mehrez, Abraham, 1997. "The interface between OR/MS and decision theory," European Journal of Operational Research, Elsevier, vol. 99(1), pages 38-47, May.
  109. Bethany Weber, 2007. "The effects of losses and event splitting on the Allais paradox," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 2, pages 115-125, April.
  110. Shumway, C. Richard, 1993. "Production economics: Worthwhile investment?," Agricultural Economics: The Journal of the International Association of Agricultural Economists, International Association of Agricultural Economists, vol. 9(2), August.
  111. Susan K. Laury & Charles A. Holt, 2005. "Further Reflections on Prospect Theory," Experimental Economics Center Working Paper Series 2006-23, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
  112. Levy-Garboua, L., 1999. "Expected Utility and Cognitive Consistency," Papiers d'Economie Mathématique et Applications 1999.104, Université Panthéon-Sorbonne (Paris 1).
  113. Tuthill, Jonathan W. & Frechette, Darren L., 2002. "Non-Expected Utility Theories: Weighted Expected, Rank Dependent, And Cumulative Prospect Theory Utility," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19073, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.