Expectation-based loss aversion and strategic interaction

B-Tier
Journal: Games and Economic Behavior
Year: 2017
Volume: 104
Issue: C
Pages: 681-705

Authors (4)

Dato, Simon (not in RePEc) Grunewald, Andreas (not in RePEc) Müller, Daniel (not in RePEc) Strack, Philipp (Yale University)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

By extending the equilibrium concepts of Kőszegi and Rabin (2006, 2007), this paper analyzes the strategic interaction of expectation-based loss-averse players. For loss-averse players with choice-acclimating expectations, the utility from playing a mixed strategy is not linear but convex in the probabilities they assign to their pure strategies. As a consequence, they are generally unwilling to randomize and an equilibrium may fail to exist. For players with choice-unacclimating expectations, by contrast, randomizing over their pure strategies may indeed constitute a credible best response and an equilibrium always exists. Building upon these insights, we delineate how expectation-based loss-averse players differ in their strategic behavior from their counterparts with standard expected-utility preferences, derive novel strategic effects, discuss equilibrium selection, and derive equilibrium play for some simple games.

Technical Details

RePEc Handle
repec:eee:gamebe:v:104:y:2017:i:c:p:681-705
Journal Field
Theory
Author Count
4
Added to Database
2026-01-29