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Individual Choice from a Convex Lottery Set: Experimental Evidence · Study

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ChapterIndividual Choice from a Convex Lottery Set: Experimental Evidence

Tibor M. Neugebauer2008

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Chaptergreen2008

Individual Choice from a Convex Lottery Set: Experimental Evidence

Tibor M. Neugebauer

12 citations·0/0 files stored·Theory and decision library. Series C, Game theory, mathematical programming and operations research

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Decision-Making and Behavioral Economics Economic and Environmental Valuation Experimental Behavioral Economics Studies

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References

1988Prospect theory: An analysis of decision under risk 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1992Advances in prospect theory: Cumulative representation of uncertainty 1975THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]1988Status quo bias in decision making 1966Equilibrium in a Capital Asset Market 1988RATIONAL CHOICE AND THE FRAMING OF DECISIONS 1982Modern Portfolio Theory and Investment Analysis.

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Year2008

Typechapter

Published2008-09-16

VenueTheory and decision library. Series C, Game theory, mathematical programming and operations research

ISSN-L0924-6126

Languageen

Citations12

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1007/978-3-540-68437-4_8

openalex_workW322308189

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2015Behavioral finance: insights from experiments I: theory and financial markets 2015Correlation Neglect, Naïve Diversification, and Irrelevant Information as Stumbling Blocks for Optimal Diversification 2020An Experiment on Diversification and Path Dependence