Exchange Economies and Loss Exposure: Experiments Exploring Prospect Theory and Competitive Equilibria in Market Environments.

S-Tier
Journal: American Economic Review
Year: 1997
Volume: 87
Issue: 5
Pages: 801-28

Authors (2)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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

Abstract

Exchange economies were created in which individuals faced losses. If people are risk seeking in the losses, as predicted by prospect theory, then due to the nonconvexity, the competitive equilibria are all on the boundaries of the Edgeworth box. The experimental results are that risk-seeking behavior is observed in many people and appears in markets as predicted. In addition, market behavior is consistent with answers to hypothetical questionnaires. Contrary to prospect theory, risk seeking seems to diminish with experience: preferences in the market setting are not labile; and risk-seeking preferences are not simply a result of framing effects. Copyright 1997 by American Economic Association.

Technical Details

RePEc Handle
repec:aea:aecrev:v:87:y:1997:i:5:p:801-28
Journal Field
General
Author Count
2
Added to Database
2026-01-29