Optimal allocations with α-MaxMin utilities, Choquet expected utilities, and Prospect Theory
Year of publication: |
2023
|
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Authors: | Beißner, Patrick ; Werner, Jan |
Published in: |
Theoretical Economics. - ISSN 1555-7561. - Vol. 18.2023, 3, p. 993-1022
|
Publisher: |
New Haven, CT : The Econometric Society |
Subject: | ambiguity | Choquet expected utility | cumulative prospect theory | Pareto optimality | Quasidifferential calculus | rank-dependent expected utility | »-MaxMin expected utility |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3982/TE5060 [DOI] 1856109305 [GVK] RePEc:the:publsh:5060 [RePEc] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D50 - General Equilibrium and Disequilibrium. General ; D60 - Welfare Economics. General ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: |
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