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1988Sveriges Riksbank Prize · Quantification and markets

Maurice Allais

Citation: For his pioneering contributions to the theory of markets and efficient utilization of resources.

The key idea

The Allais Paradox: real human choices violate expected-utility theory. Markets reach efficiency through cycles of disequilibrium, not the smooth adjustment of textbooks.

The explanation

Allais's 1953 experiments showed that people systematically violate the independence axiom of expected utility — choices reversed under common-consequence framings. His parallel work in monetary economics and capital theory laid groundwork for the modern theory of intertemporal economics.

Why Africa should care

Behavioural-finance findings in African markets routinely show Allais-style violations: smallholder farmers' insurance decisions, microcredit borrowing patterns, and pension contribution choices all exhibit common-consequence sensitivities. Product design that respects these deviations (e.g., framing premium subsidies as discounts vs rebates) routinely doubles take-up rates.

How to use it

Test whether your customers exhibit the Allais paradox before assuming they maximise expected utility. Behavioural product design (defaults, framing, anchoring) responds to the deviations Allais documented.

Canonical works

  • Maurice Allais (1953) "Le comportement de l'homme rationnel devant le risque: critique des postulats et axiomes de l'école américaine" Econometrica
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