Revealed preference analysis of expected utility maximization under prize-probability trade-offs

DOI10.1016/J.JMATECO.2021.102607zbMath1485.91076OpenAlexW2990068364MaRDI QIDQ2668987

Thomas Demuynck, Bram De Rock, Laurens Cherchye, Mikhail Freer

Publication date: 9 March 2022

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/296397/3/2019-27-CHERCHYE_DEMUYNCK_DEROCK_FREER-revealed.pdf

zbMATH Keywords

testable implicationsexpected utility maximizationrevealed preference characterizationprize-probability trade-offs

Mathematics Subject Classification ID

Utility theory (91B16) Individual preferences (91B08)

Cites Work

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• Savage in the Market
• Identification of Standard Auction Models
• Measuring Expectations
• Convex Analysis
• The Construction of Utility Functions from Expenditure Data
• Afriat and Revealed Preference Theory

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