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

C-Tier
Journal: Economica
Year: 2009
Volume: 76
Issue: 302
Pages: 251-263

Authors (2)

DAVID PEEL (Lancaster University) DAVID LAW (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

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 or a reverse favourite–longshot bias as a result of optimal behaviour. We also provide new empirical evidence on the relationship between Tote and bookmaker returns and confirm that the relationship is not as originally conjectured by Gabriel and Marsden. We outline how our new model can provide an explanation of the relationship that is observed.

Technical Details

RePEc Handle
repec:bla:econom:v:76:y:2009:i:302:p:251-263
Journal Field
General
Author Count
2
Added to Database
2026-01-28