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Bibliographic Details
Main Authors: Burgh, Jarrod, Melo, Emerson
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2402.01892
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Table of Contents:
  • We present a model elucidating wishful thinking, which comprehensively incorporates both the costs and benefits associated with biased beliefs. Our findings reveal that wishful thinking behavior can be characterized as equivalent to superquantile-utility maximization within the domain of threshold beliefs distortion cost functions. By leveraging this equivalence, we establish WT as driving decision-makers to exhibit a preference for choices characterized by skewness and increased risk. Furthermore, we discuss how our framework facilitates the study of optimistic stochastic choice and optimistic risk aversion.