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A More General Non-expected Utility Model as an Explanation of Gambling Outcomes for Individuals and Markets

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Persistent link: https://www.econbiz.de/10008232876

A More General Non-expected Utility Model as an Explanation of Gambling Outcomes for Individuals and Markets

PEEL, DAVID; LAW, DAVID - In: Economica 76 (2009) 302, pp. 251-263

One feature of experimental work is the heterogeneity in risk attitudes and probability distortion displayed by agents. We outline a more general non-expected utility model, which nests the models of Markowitz, and Kahneman and Tversky. The model can generate the standard favourite-longshot bias...

Persistent link: https://www.econbiz.de/10005683040