Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences

A-Tier
Journal: Journal of Economic Theory
Year: 2012
Volume: 147
Issue: 3
Pages: 1291-1299

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper considers the problem of a risk-neutral firm offering a gamble to consumers with preferences given by prospect theory. Under conditions satisfied by virtually all functional forms used in the literature, firms can extract arbitrarily high expected values from consumers. Moreover, for any given lottery, there exists another lottery that makes both the firm and the consumer better off. As a consequence, equilibria and Pareto optimal allocations do not exist in standard monopolistic or competitive models.

Technical Details

RePEc Handle
repec:eee:jetheo:v:147:y:2012:i:3:p:1291-1299
Journal Field
Theory
Author Count
2
Added to Database
2026-01-24