Details about Mark Machina

Access statistics for papers by Mark Machina.

Last updated 2008-02-28. Update your information in the RePEc Author Service.

Short-id: pma178

Working Papers

1994

1. Two Errors in the "Allais Impossibility Theorem"
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego

1982

2. On the Profitability of Russian Serfdom
   Working papers, Massachusetts Institute of Technology (MIT), Department of Economics

Journal Articles

2006

1. Structural attribution of observed volatility clustering
   Journal of Econometrics, 2006, 135, (1-2), 15-29 View citations

2005

2. ‘Expected utility / subjective probability’ analysis without the sure-thing principle or probabilistic sophistication
   Economic Theory, 2005, 26, (1), 1-62 View citations

2004

3. Almost-objective uncertainty
   Economic Theory, 2004, 24, (1), 1-54 View citations

2001

4. Payoff Kinks in Preferences over Lotteries
   Journal of Risk and Uncertainty, 2001, 23, (3), 207-60 View citations

1999

5. A Challenge to the "Econoclasts": A Commentary on "Rationality for Economists?"
   Journal of Risk and Uncertainty, 1999, 19, (1-3), 107-08 View citations

1997

6. Increasing Risk: Some Direct Constructions
   Journal of Risk and Uncertainty, 1997, 14, (2), 103-27 View citations

1995

7. Bayes without Bernoulli: Simple Conditions for Probabilistically Sophisticated Choice
   Journal of Economic Theory, 1995, 67, (1), 106-128 View citations

1992

8. A More Robust Definition of Subjective Probability
   Econometrica, 1992, 60, (4), 745-80 View citations

1989

9. Comparative statics and non-expected utility preferences
   Journal of Economic Theory, 1989, 47, (2), 393-405 View citations
10. Dynamic Consistency and Non-expected Utility Models of Choice under Uncertainty
    Journal of Economic Literature, 1989, 27, (4), 1622-68 View citations

1988

11. Choice under Uncertainty: Problems Solved and Unsolved: Response
    Journal of Economic Perspectives, 1988, 2, (2), 181-83

1987

12. Choice under Uncertainty: Problems Solved and Unsolved
    Journal of Economic Perspectives, 1987, 1, (1), 121-54 View citations
13. Moment preferences and polynomial utility
    Economics Letters, 1987, 23, (4), 349-353 View citations
14. The Ross Characterization of Risk Aversion: Strengthening and Extension
    Econometrica, 1987, 55, (5), 1139-49

1985

15. Stochastic Choice Functions Generated from Deterministic Preferences over Lotteries
    Economic Journal, 1985, 95, (379), 575-94 View citations

1984

16. Attitudes toward Risk: Further Remarks
    Economic Journal, 1984, 94, (373), 144-48 View citations
17. Temporal risk and the nature of induced preferences
    Journal of Economic Theory, 1984, 33, (2), 199-231 View citations

1983

18. The incentive implications of incomplete insurance: The multiplicative case
    Economics Letters, 1983, 13, (4), 319-323

1982

19. "Expected Utility" Analysis without the Independence Axiom
    Econometrica, 1982, 50, (2), 277-323 View citations
20. A Stronger Characterization of Declining Risk Aversion
    Econometrica, 1982, 50, (4), 1069-79 View citations
21. Flexibility and the demand for risky assets
    Economics Letters, 1982, 10, (1-2), 71-76 View citations

1981

22. On Path Independent Randomized Choice: Comment
    Econometrica, 1981, 49, (5), 1345-47

Chapters

2006

1. Forecasting and Decision Theory
   Elsevier View citations