Characterizations of risk aversion in cumulative prospect theory
Tiantian Mao, Fan Yang
| Year of publication: |
2019
|
|---|---|
| Authors: | Mao, Tiantian ; Yang, Fan |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 13.2019, 2, p. 303-328
|
| Subject: | Dispersive order | Left-monotone risk aversion | Location-independent risk order | Loss aversion | Monotone risk aversion | Operations Research | Operations research | Risikoaversion | Risk aversion | Prospect Theory | Prospect theory | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-018-0229-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012055812