Revealed preferences over risk and uncertainty
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- Matthew Polisson & John K.-H. Quah & Ludovic Renou, 2020. "Revealed Preferences over Risk and Uncertainty," American Economic Review, American Economic Association, vol. 110(6), pages 1782-1820, June.
- Matthew Polisson & John Quah & Ludovic Renou, 2015. "Revealed preferences over risk and uncertainty," IFS Working Papers W15/25, Institute for Fiscal Studies.
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- Marco Castillo & David L. Dickinson & Ragan Petrie, 2017.
"Sleepiness, choice consistency, and risk preferences,"
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- Aluma Dembo & Shachar Kariv & Matthew Polisson & John K.-H. Quah, 2021.
"Ever Since Allais,"
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- Aluma Dembo & Shachar Kariv & Matthew Polisson & John Quah, 2021. "Ever since Allais," IFS Working Papers W21/15, Institute for Fiscal Studies.
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- Echenique, Federico & Imai, Taisuke & Saito, Kota, 2018. "Approximate Expected Utility Rationalization," Rationality and Competition Discussion Paper Series 103, CRC TRR 190 Rationality and Competition.
- Cesar Martinelli & Mikhail Freer, 2016. "General Revealed Preferences," Working Papers 1059, George Mason University, Interdisciplinary Center for Economic Science, revised Jun 2016.
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"A Functional Approach to Revealed Preference,"
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"New Developments in Revealed Preference Theory: Decisions Under Risk, Uncertainty, and Intertemporal Choice,"
Annual Review of Economics, Annual Reviews, vol. 12(1), pages 299-316, August.
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- Demuynck, Thomas & Hjertstrand, Per, 2019.
"Samuelson's Approach to Revealed Preference Theory: Some Recent Advances,"
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- Thomas Demuynck & Per Hjertstrand, 2020. "Samuelson’s Approach to Revealed Preference Theory: Some Recent Advances," ULB Institutional Repository 2013/314701, ULB -- Universite Libre de Bruxelles.
- Mikhail Freer & Cesar Martinelli, 2020.
"An Algebraic Approach to Revealed Preference,"
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- Mikhail Freer & Cesar Martinelli, 2021. "An algebraic approach to revealed preferences," Papers 2105.15175, arXiv.org.
- Stefania Minardi & Andrei Savochkin, 2017. "Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data," Mathematics of Operations Research, INFORMS, vol. 42(1), pages 167-178, January.
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Theory and Decision, Springer, vol. 88(4), pages 567-593, May.
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- Mikhail Freer & Cesar Martinelli, 2018.
"A Functional Approach to Revealed Preference,"
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- Mikhail Freer & Cesar Martinelli, 2018. "A Functional Approach to Revealed Preference," Working Papers ECARES 2018-29, ULB -- Universite Libre de Bruxelles.
- Drew Fudenberg & Wayne Gao & Annie Liang, 2020. "How Flexible is that Functional Form? Quantifying the Restrictiveness of Theories," Papers 2007.09213, arXiv.org.
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- Matthew Polisson, 2018. "A Lattice Test for Additive Separability," Discussion Paper Series, School of Economics and Finance 201801, School of Economics and Finance, University of St Andrews.
- Thomas Demuynck & Clément Staner, 2020. "An Efficient Revealed Preference Test for the Maxmin Expected Utility Model," Working Papers ECARES 2020-31, ULB -- Universite Libre de Bruxelles.
- Michele Garagnani, 2020. "The predictive power of risk elicitation tasks," ECON - Working Papers 362, Department of Economics - University of Zurich.
- Pawel Dziewulski, 2021. "A comprehensive revealed preference approach to approximate utility maximisation," Working Paper Series 0621, Department of Economics, University of Sussex Business School.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock & Joshua Lanier, 2020. "Are Consumers Rational ?Shifting the Burden of Proof," Working Papers ECARES 2020-19, ULB -- Universite Libre de Bruxelles.
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More about this item
Keywords
expected utility; rank dependent utility; disappointment aversion; Bronars power; predictive success; generalized axiom of revealed preference; first order stochastic dominance; mean-variance utility; Afriat’s efficiency index;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- D11 - Microeconomics - - Household Behavior - - - Consumer Economics: Theory
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2018-03-19 (Discrete Choice Models)
- NEP-UPT-2018-03-19 (Utility Models & Prospect Theory)
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