Mixture models of choice under risk

DOI10.1016/j.jeconom.2009.10.011zbMath1441.62654OpenAlexW1971203013MaRDI QIDQ737883

Anna Conte, John D. Hey, Peter G. Moffatt

Publication date: 12 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.10.011

zbMATH Keywords

expected utility theoryheterogeneitymixture modelsmaximum simulated likelihoodrank dependent expected utility theory

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Decision theory (91B06) Utility theory (91B16)

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