Learning from mistakes: What do inconsistent choices over risk tell us?
From MaRDI portal
Publication:833113
DOI10.1007/s11166-009-9063-3zbMath1166.91313OpenAlexW1973488809MaRDI QIDQ833113
Publication date: 11 August 2009
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11166-009-9063-3
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (2)
Extended present bias: a direct experimental test ⋮ Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion
Cites Work
- Why we should not be silent about noise
- Elicitation using multiple price list formats
- A microeconometric test of alternative stochastic theories of risky choice
- Which error story is best?
- The effects of financial incentives in experiments: A review and capital-labor-production framework. (With commentaries)
- The Predictive Utility of Generalized Expected Utility Theories
- Investigating Generalizations of Expected Utility Theory Using Experimental Data
- Naturally Occurring Preferences and Exogenous Laboratory Experiments: A Case Study of Risk Aversion
This page was built for publication: Learning from mistakes: What do inconsistent choices over risk tell us?
