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Testing the expected utility maximization hypothesis with limited experimental data

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  • Cooper, James B.
  • Russell, Thomas
  • Samuelson, Paul A.

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  • Cooper, James B. & Russell, Thomas & Samuelson, Paul A., 2004. "Testing the expected utility maximization hypothesis with limited experimental data," Japan and the World Economy, Elsevier, vol. 16(3), pages 391-407, August.
  • Handle: RePEc:eee:japwor:v:16:y:2004:i:3:p:391-407
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    References listed on IDEAS

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    1. Sato, Ryuzo, 1977. "Homothetic and Non-Homothetic CES Production Functions," American Economic Review, American Economic Association, pages 559-569.
    2. Russell, Thomas, 2003. "How quasi rational are you II? Chern curvature measures local failure of the expected utility maximization axioms," Economics Letters, Elsevier, vol. 81(3), pages 379-382, December.
    3. Machina, Mark J, 1982. ""Expected Utility" Analysis without the Independence Axiom," Econometrica, Econometric Society, vol. 50(2), pages 277-323, March.
    4. Kim, Tong Suk & Omberg, Edward, 1996. "Dynamic Nonmyopic Portfolio Behavior," Review of Financial Studies, Society for Financial Studies, pages 141-161.
    5. John S. Chipman, 1973. "The Ordering of Portfolios in Terms of Mean and Variance," Review of Economic Studies, Oxford University Press, vol. 40(2), pages 167-190.
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