Seung-Keun Martinez’s research while affiliated with University of California, San Diego and other places

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Publications (1)


A test for risk-averse expected utility
  • Article

March 2016

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8 Reads

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10 Citations

Journal of Economic Theory

Christopher P. Chambers

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Ce Liu

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Seung-Keun Martinez

Chambers gratefully acknowledges the support of the National Science Foundation through grant SES-1426867. We are grateful to Federico Echenique, John Quah and Marciano Siniscalchi for comments and suggestions. Two anonymous referees also provided comments and corrections which substantially improved the paper. All errors are our own.

Citations (1)


... Our results contribute to a long-standing active area of research in revealed preference theory (Green, Lau, and Polemarchakis, 1979;Green and Srivastava, 1986;Epstein, 2000;Heufer, 2014;Kübler, Selden, and Wei, 2014;Echenique and Saito, 2015;Chambers, Echenique, and Saito, 2016a;Chambers, Liu, and Martinez, 2016b;Kübler and Polemarchakis, 2017;Polisson, Quah, and Renou, 2020;Chambers, Echenique, and Lambert, 2021;Kübler, Malhotra, and Polemarchakis, 2021;Blow, Crawford, and Crawford, 2022). This literature focuses on the identification of testable necessary and sufficient conditions for observable demand data to be compatible with various kinds of (subjective) expected utility or other models of choice under certainty, risk and uncertainty. ...

Reference:

Non-diversified portfolios with subjective expected utility
A test for risk-averse expected utility
  • Citing Article
  • March 2016

Journal of Economic Theory