Supplement to “Savage in the Market”

The supplement contains extensions to the results in the paper, and some proofs and discussions that were omitted from the paper. We illustrate how alternative theories to risk-averse SEU give rise to data that violate our revealed preference axiom.  We include some results on the 2X2 case and probabilistic sophistication.  Finally, we discuss objective expected utitlity and the comparison to Savage's axiomatization.