IDEAS home Printed from https://ideas.repec.org/p/cla/uclawp/581.html
   My bibliography  Save this paper

Stochastic Dominance Under Bayesian Learning

Author

Listed:
  • Sushil Bikhchandani

    (UCLA)

  • Uzi Segal

    (University of Toronto)

  • Sunil Sharma

    (UCLA)

Abstract

No abstract is available for this item.

Suggested Citation

  • Sushil Bikhchandani & Uzi Segal & Sunil Sharma, 1990. "Stochastic Dominance Under Bayesian Learning," UCLA Economics Working Papers 581, UCLA Department of Economics.
    • Handle: RePEc:cla:uclawp:581
    as

    Download full text from publisher

    File URL: http://www.econ.ucla.edu/workingpapers/wp581.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Keller, L Robin, 1985. "Testing of the 'reduction of compound alternatives' principle," Omega, Elsevier, vol. 13(4), pages 349-358.
    2. Bikhchandani, Sushil & Segal, Uzi & Sharma, Sunil, 1992. "Stochastic dominance under Bayesian learning," Journal of Economic Theory, Elsevier, vol. 56(2), pages 352-377, April.
    3. Bikhchandani, Sushil & Sharma, Sunil, 1996. "Optimal search with learning," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 333-359.
    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..
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bikhchandani, Sushil & Segal, Uzi & Sharma, Sunil, 1992. "Stochastic dominance under Bayesian learning," Journal of Economic Theory, Elsevier, vol. 56(2), pages 352-377, April.
    2. Thierry Magnac & Jean-Marc Robin, 1999. "Dynamic stochastic dominance in bandit decision problems," Theory and Decision, Springer, vol. 47(3), pages 267-295, December.
    3. Bikhchandani, Sushil & Sharma, Sunil, 1996. "Optimal search with learning," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 333-359.
    4. Dye, Ronald A. & Sridhar, Sri S., 2008. "A positive theory of flexibility in accounting standards," Journal of Accounting and Economics, Elsevier, vol. 46(2-3), pages 312-333, December.
    5. Alfred Müller & Marco Scarsini, 2002. "Even Risk-Averters may Love Risk," Theory and Decision, Springer, vol. 52(1), pages 81-99, February.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kaivanto, Kim & Kroll, Eike B., 2012. "Negative recency, randomization device choice, and reduction of compound lotteries," Economics Letters, Elsevier, vol. 115(2), pages 263-267.
    2. Kim Kaivanto & Eike Kroll, 2014. "Alternation bias and reduction in St. Petersburg gambles," Working Papers 65600286, Lancaster University Management School, Economics Department.
    3. Adrian Bruhin & Maha Manai & Luís Santos-Pinto, 2022. "Risk and rationality: The relative importance of probability weighting and choice set dependence," Journal of Risk and Uncertainty, Springer, vol. 65(2), pages 139-184, October.
    4. Bikhchandani, Sushil & Sharma, Sunil, 1996. "Optimal search with learning," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 333-359.
    5. Flores-Szwagrzak, Karol, 2022. "Learning by Convex Combination," Working Papers 16-2022, Copenhagen Business School, Department of Economics.
    6. Thierry Magnac & Jean-Marc Robin, 1999. "Dynamic stochastic dominance in bandit decision problems," Theory and Decision, Springer, vol. 47(3), pages 267-295, December.
    7. Seow Eng Ong & Davin Wang & Calvin Chua, 2023. "Disruptive Innovation and Real Estate Agency: The Disruptee Strikes Back," The Journal of Real Estate Finance and Economics, Springer, vol. 67(2), pages 287-317, August.
    8. Herrmann, Tabea & Hübler, Olaf & Menkhoff, Lukas & Schmidt, Ulrich, 2016. "Allais for the poor," Kiel Working Papers 2036, Kiel Institute for the World Economy (IfW Kiel).
    9. Christiane Goodfellow & Dirk Schiereck & Steffen Wippler, 2013. "Are behavioural finance equity funds a superior investment? A note on fund performance and market efficiency," Journal of Asset Management, Palgrave Macmillan, vol. 14(2), pages 111-119, April.
    10. Berg, Joyce E. & Rietz, Thomas A., 2019. "Longshots, overconfidence and efficiency on the Iowa Electronic Market," International Journal of Forecasting, Elsevier, vol. 35(1), pages 271-287.
    11. Reckers, Philip M.J. & Sanders, Debra L. & Roark, Stephen J., 1994. "The Influence of Ethical Attitudes on Taxpayer Compliance," National Tax Journal, National Tax Association;National Tax Journal, vol. 47(4), pages 825-836, December.
    12. Bier, Vicki & Gutfraind, Alexander, 2019. "Risk analysis beyond vulnerability and resilience – characterizing the defensibility of critical systems," European Journal of Operational Research, Elsevier, vol. 276(2), pages 626-636.
    13. Sitinjak Elizabeth Lucky Maretha & Haryanti Kristiana & Kurniasari Widuri & Sasmito Yohanes Wisnu Djati, 2019. "Investor behavior based on personality and company life cycle," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 10(2), pages 23-38, August.
    14. Theo Arentze & Tao Feng & Harry Timmermans & Jops Robroeks, 2012. "Context-dependent influence of road attributes and pricing policies on route choice behavior of truck drivers: results of a conjoint choice experiment," Transportation, Springer, vol. 39(6), pages 1173-1188, November.
    15. van den Bergh, J.C.J.M. & Botzen, W.J.W., 2015. "Monetary valuation of the social cost of CO2 emissions: A critical survey," Ecological Economics, Elsevier, vol. 114(C), pages 33-46.
    16. Frank D. Hodge & Roger D. Martin & Jamie H. Pratt, 2006. "Audit Qualifications of Income†Decreasing Accounting Choices," Contemporary Accounting Research, John Wiley & Sons, vol. 23(2), pages 369-394, June.
    17. Philippe Fevrier & Sebastien Gay, 2005. "Informed Consent Versus Presumed Consent The Role of the Family in Organ Donations," HEW 0509007, University Library of Munich, Germany.
    18. Ran Sun Lyng & Jie Zhou, 2019. "Household Portfolio Choice Before and After a House Purchase," Economics Working Papers 2019-01, Department of Economics and Business Economics, Aarhus University.
    19. Homonoff, Tatiana & Spreen, Thomas Luke & St. Clair, Travis, 2020. "Balance sheet insolvency and contribution revenue in public charities," Journal of Public Economics, Elsevier, vol. 186(C).
    20. Shuang Yao & Donghua Yu & Yan Song & Hao Yao & Yuzhen Hu & Benhai Guo, 2018. "Dry Bulk Carrier Investment Selection through a Dual Group Decision Fusing Mechanism in the Green Supply Chain," Sustainability, MDPI, vol. 10(12), pages 1-19, November.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cla:uclawp:581. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: David K. Levine (email available below). General contact details of provider: http://www.econ.ucla.edu/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.