Expected Utility Theory Classics
Friedman and Savage The Utility analysis of choices involving risk (Advanced)
Friedman Savage EUT measurability (Advanced)
Shoemaker – The expected utility model : its variants, purposes, evidence and limitations (Advanced)
Machina Choice under Uncertainty (Advanced)
Mongin Expected Utility (Advanced)
St Petersburg Game and recent applications
Stanford Encyclopedia on St Petersburg Paradox (Suggested)
MathWorld discussion on St Petersburg Game Properties
Richards : StPetersburg paradox ( pp 1-11 Suggested )
Expected Utility and St. Petersburg Paradox (Rossetti) (Suggested)
A Survey on St. Petersburg Paradox by Tibor Neugebauer (Advanced)
Applications
Gábor J. S ZÉKELY and Donald St. P. RICHARDS: The St Petersburg Paradox and The Crack of High Tech Stocks in 2000
Richards Comments on SZÉKELY and RICHARDS Paper
Susan Belden Comments on SZÉKELY and RICHARDS Paper
SIMULATIONS
