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Stochastic choice with deterministic preferences: An experimental investigation

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  • Hey, John D.
  • Carbone, Enrica

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  • Hey, John D. & Carbone, Enrica, 1995. "Stochastic choice with deterministic preferences: An experimental investigation," Economics Letters, Elsevier, vol. 47(2), pages 161-167, February.
  • Handle: RePEc:eee:ecolet:v:47:y:1995:i:2:p:161-167
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    References listed on IDEAS

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    1. Chew, S H & Epstein, Larry G & Segal, U, 1991. "Mixture Symmetry and Quadratic Utility," Econometrica, Econometric Society, vol. 59(1), pages 139-163, January.
    2. Hey, John D & Orme, Chris, 1994. "Investigating Generalizations of Expected Utility Theory Using Experimental Data," Econometrica, Econometric Society, vol. 62(6), pages 1291-1326, November.
    3. Machina, Mark J, 1985. "Stochastic Choice Functions Generated from Deterministic Preferences over Lotteries," Economic Journal, Royal Economic Society, vol. 95(379), pages 575-594, September.
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    Citations

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    Cited by:

    1. Hey, John D., 1995. "Experimental investigations of errors in decision making under risk," European Economic Review, Elsevier, vol. 39(3-4), pages 633-640, April.
    2. Yun-shil Cha & Michelle Choi & Ying Guo & Michel Regenwetter & Chris Zwilling, 2013. "Reply: Birnbaum's (2012) statistical tests of independence have unknown Type-I error rates and do not replicate within participant," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 8(1), pages 55-73, January.
    3. Andrea Morone, 2008. "Comparison of Mean-Variance Theory and Expected-Utility Theory through a Laboratory Experiment," Economics Bulletin, AccessEcon, pages 1-7.
    4. Blavatskyy, Pavlo R., 2008. "Stochastic utility theorem," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1049-1056, December.
    5. Jakusch, Sven Thorsten & Meyer, Steffen & Hackethal, Andreas, 2016. "Taming models of prospect theory in the Wild? Estimation of Vlcek and Hens (2011)," SAFE Working Paper Series 146, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
    6. Wilcox, Nathaniel T., 2011. "'Stochastically more risk averse:' A contextual theory of stochastic discrete choice under risk," Journal of Econometrics, Elsevier, vol. 162(1), pages 89-104, May.
    7. 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.
    8. John Hey, 2005. "Why We Should Not Be Silent About Noise," Experimental Economics, Springer;Economic Science Association, vol. 8(4), pages 325-345, December.
    9. John D. Hey, "undated". "Comparing Theories: What are we Looking For?," Discussion Papers 99/18, Department of Economics, University of York.
    10. Blavatskyy, Pavlo, 2016. "Probability weighting and L-moments," European Journal of Operational Research, Elsevier, vol. 255(1), pages 103-109.
    11. Pavlo Blavatskyy, 2007. "Stochastic expected utility theory," Journal of Risk and Uncertainty, Springer, vol. 34(3), pages 259-286, June.
    12. Marley, A. A. J., 2002. "Random utility models and their applications: recent developments," Mathematical Social Sciences, Elsevier, vol. 43(3), pages 289-302, July.

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