Alternative utility functions : review, analysis and comparison
Arie Harel, Jack Clark Francis, Giora Harpaz
| Year of publication: |
2018
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|---|---|
| Authors: | Harel, Arie ; Francis, Jack Clark ; Harpaz, Giora |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 51.2018, 3, p. 785-811
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| Subject: | von Neumann-Morgenstern (vNM) utility theory | Expected utility theory | Kahneman and Tversky (KT) | Prospect theory | Framing | Loss aversion | Risk aversion | Risk taking | Absolute risk aversion (ARA) | Relative risk aversion (RRA) | Decision weights | Objective probabilities | Probability weighting | Subjective probabilities | Risikoaversion | Prospect Theory | Erwartungsnutzen | Expected utility | Wahrscheinlichkeitsrechnung | Probability theory | Nutzen | Utility | Entscheidung | Decision | Entscheidungstheorie | Decision theory | Portfolio-Management | Portfolio selection | Nutzentheorie | Utility theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-017-0688-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012038397