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Méthodes expérimentales d'évaluation des théories du risque

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  • Bertrand Munier

Abstract

[fre] La remise en cause des axiomes de von Neumann et Morgenstern justifie-t-elle que soient proposées de nouvelles théories du risque ? Une partie de la réponse dépend de la capacité des modèles nouveaux à décrire les comportements des individus comparativement à l'utilité espérée. Pour évaluer cette capa­cité, on distingue, dans cet article, trois méthodes expérimentales très différentes, que l'on analyse de façon critique.. On est conduit à substituer une vision locale de la rationalité dans le risque à la considération de performances globales des divers modèles de cette rationalité. On généralise ainsi le « paradoxe d'Allais », souvent interprété de façon incor­recte comme un « effet de conséquence commune ». [eng] Experimental methods, economics and game theory : "nunc est bibendum ". This paper aims at answering a question about the development of experimental economics : Quis, quid, ubi, quibus auxiliis, cur, quomodo, quando ?. It offers a brief historical account of the emergence of an experimental tradition in economics and our own tentative explanation of this interesting episode in the history and sociology of science. It argues cogently for the effectiveness of laboratory experiments in game-theoretic situations.

Suggested Citation

  • Bertrand Munier, 1995. "Méthodes expérimentales d'évaluation des théories du risque," Revue Économique, Programme National Persée, vol. 46(3), pages 939-949.
  • Handle: RePEc:prs:reveco:reco_0035-2764_1995_num_46_3_409709
    DOI: 10.3406/reco.1995.409709
    Note: DOI:10.3406/reco.1995.409709
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    References listed on IDEAS

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    1. John D. Hey & Chris Orme, 2018. "Investigating Generalizations Of Expected Utility Theory Using Experimental Data," World Scientific Book Chapters, in: Experiments in Economics Decision Making and Markets, chapter 3, pages 63-98, World Scientific Publishing Co. Pte. Ltd..
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    3. Enrica Carbone & John D. Hey, 2018. "Discriminating between Preference Functionals: A Preliminary Monte Carlo Study," World Scientific Book Chapters, in: Experiments in Economics Decision Making and Markets, chapter 4, pages 99-118, World Scientific Publishing Co. Pte. Ltd..
    4. 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..
    5. Camerer, Colin F, 1989. "An Experimental Test of Several Generalized Utility Theories," Journal of Risk and Uncertainty, Springer, vol. 2(1), pages 61-104, April.
    6. 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.
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