Logo image
Reverse common ratio effect
Journal article   Peer reviewed

Reverse common ratio effect

P.R. Blavatskyy
Journal of Risk and Uncertainty, Vol.40(3), pp.219-241
2010
url
Link to Published Version *Subscription may be requiredView

Abstract

The results of a new experimental study reveal highly systematic violations of expected utility theory. The pattern of these violations is exactly the opposite of the classical common ratio effect discovered by Allais (1953). Two recent decision theories-stochastic expected utility theory (Blavatskyy 2007) and perceived relative argument model (Loomes 2008)-predicted the existence of a reverse common ratio effect. However, these theories can rationalize only one part of the new experimental data reported in this paper. The other part appears to be neither predicted by existing theories nor documented in the existing empirical studies.

Details

UN Sustainable Development Goals (SDGs)

This output has contributed to the advancement of the following goals:

#1 No Poverty
#2 Zero Hunger
#13 Climate Action

Source: InCites

Metrics

InCites Highlights

These are selected metrics from InCites Benchmarking & Analytics tool, related to this output

Citation topics
6 Social Sciences
6.122 Economic Theory
6.122.1287 Risk Preferences
Web Of Science research areas
Business, Finance
Economics
ESI research areas
Economics & Business
Logo image