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Revealed preference theory on the choice of lotteries

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  • Kim, Taesung

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  • Kim, Taesung, 1996. "Revealed preference theory on the choice of lotteries," Journal of Mathematical Economics, Elsevier, vol. 26(4), pages 463-477.
    • Handle: RePEc:eee:mateco:v:26:y:1996:i:4:p:463-477
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    References listed on IDEAS

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    1. Varian, Hal R., 1983. "Nonparametric Tests of Models of Investor Behavior," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 18(3), pages 269-278, September.
    2. Daniel Kahneman & Amos Tversky, 2013. "Prospect Theory: An Analysis of Decision Under Risk," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 6, pages 99-127, World Scientific Publishing Co. Pte. Ltd..
    3. Border, Kim C., 1992. "Revealed preference, stochastic dominance, and the expected utility hypothesis," Journal of Economic Theory, Elsevier, vol. 56(1), pages 20-42, February.
    4. Green, Richard C. & Srivastava, Sanjay, 1986. "Expected utility maximization and demand behavior," Journal of Economic Theory, Elsevier, vol. 38(2), pages 313-323, April.
    5. Kim, T, 1991. "The Subjective Expected.Utility Hypothesis and Revealed Preference," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(3), pages 251-263, July.
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    Cited by:

    1. Laurens Cherchye & Thomas Demuynck & Bram De Rock & Mikhail Freer, 2019. "Revealed Preference Analysis of Expected Utility Maximization under Prize-Probability Trade-Offs," Working Papers ECARES 2019-27, ULB -- Universite Libre de Bruxelles.
    2. Demuynck, Thomas & Lauwers, Luc, 2009. "Nash rationalization of collective choice over lotteries," Mathematical Social Sciences, Elsevier, vol. 57(1), pages 1-15, January.
    3. Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram & Freer, Mikhail, 2022. "Revealed preference analysis of expected utility maximization under prize-probability trade-offs," Journal of Mathematical Economics, Elsevier, vol. 99(C).
    4. Kent Grote & Victor Matheson, 2011. "The Economics of Lotteries: An Annotated Bibliography," Working Papers 1110, College of the Holy Cross, Department of Economics.

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