A test for risk-averse expected utility

DOI10.1016/j.jet.2016.03.002zbMath1369.91057OpenAlexW2295565394MaRDI QIDQ281397

Christopher P. Chambers, Seung-Keun Martinez, Ce Liu

Publication date: 11 May 2016

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2016.03.002

zbMATH Keywords

revealed preferenceexpected utilityAfriat inequalities

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites Work

• Expected utility maximization and demand behavior
• Separation theorems and expected utilities
• Are probabilities used in markets?
• A More Robust Definition of Subjective Probability
• Savage in the Market
• Revealed Preference Theory
• The Construction of Utility Functions from Expenditure Data
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