Mixture models of choice under risk

Journal of Econometrics

Volumn 162, Issue 1, 2011, Pages 79-88

  Conte, Anna ^a,b   Hey, John D ^c,d   Moffatt, Peter G ^e  

^a Max Planck Institut für Ökonomik   (Germany)

^b UNIVERSITY OF WESTMINSTER   (United Kingdom)

^c LUISS UNIVERSITY   (Italy)

^d UNIVERSITY OF YORK   (United Kingdom)

^e UNIVERSITY OF EAST ANGLIA   (United Kingdom)

Author keywords

Expected utility theory; Heterogeneity; Maximum simulated likelihood; Mixture models; Rank dependent expected utility theory

Indexed keywords

EXPECTED UTILITY THEORY; HETEROGENEITY; MAXIMUM SIMULATED LIKELIHOOD; MIXTURE MODELS; RANK DEPENDENT EXPECTED UTILITY THEORY;

MAXIMUM LIKELIHOOD; MIXTURES; RISK PERCEPTION;

COMPUTER SIMULATION;

EID: 79952991414     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.10.011     Document Type: Article

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