Savage in the Market

S-Tier
Journal: Econometrica
Year: 2015
Volume: 83
Issue: 4
Pages: 1467-1495

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

We develop a behavioral axiomatic characterization of subjective expected utility (SEU) under risk aversion. Given is an individual agent's behavior in the market: assume a finite collection of asset purchases with corresponding prices. We show that such behavior satisfies a “revealed preference axiom” if and only if there exists a SEU model (a subjective probability over states and a concave utility function over money) that accounts for the given asset purchases.

Technical Details

RePEc Handle
repec:wly:emetrp:v:83:y:2015:i:4:p:1467-1495
Journal Field
General
Author Count
2
Added to Database
2026-01-25