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Safety first, loss probability, and the cross section of expected stock returns
Cao, Ji; Rieger, Marc Oliver; Zhao, Lei - In: Journal of economic behavior & organization : JEBO 211 (2023), pp. 345-369
Persistent link: https://www.econbiz.de/10014447506
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Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
Mao, Tiantian; Wang, Ruodu - In: Journal of mathematical economics 103 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10014230385
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Distorted stochastic dominance : a generalized family of stochastic orders
Lando, Tommaso; Bertoli-Barsotti, Lucio - In: Journal of mathematical economics 90 (2020), pp. 132-139
Persistent link: https://www.econbiz.de/10012800803
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New results for additive and multiplicative risk apportionment
Loubergé, Henri; Malevergne, Yannick; Rey, Béatrice - In: Journal of mathematical economics 90 (2020), pp. 140-151
Persistent link: https://www.econbiz.de/10012800804
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Optimal self-financing microfinance contracts when borrowers have risk aversion and limited commitment
Fujimoto, Junichi; Lee, Junsang - In: Journal of mathematical economics 91 (2020), pp. 60-79
Persistent link: https://www.econbiz.de/10012801328
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Risk preference heterogeneity in group contests
Brookins, Philip; Paan Jindapon - In: Journal of mathematical economics 95 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012801381
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Optimal pricing in the online betting market
Montone, Maurizio - In: Journal of economic behavior & organization : JEBO 186 (2021), pp. 344-363
Persistent link: https://www.econbiz.de/10012656788
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Increased risk-taking, not loss tolerance, drives adolescents’ propensity to choose risky prospects more often under peer observation
Tymula, Agnieszka; Wang, Xueting - In: Journal of economic behavior & organization : JEBO 188 (2021), pp. 439-457
Persistent link: https://www.econbiz.de/10012658746
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Does jump bidding increase sellers' revenue? : theory and experiment
Lim, Wooyoung; Xiong, Siyang - In: Journal of economic behavior & organization : JEBO 189 (2021), pp. 84-110
Persistent link: https://www.econbiz.de/10012660171
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Utility indifference pricing and the Aumann-Serrano performance index
Hodoshima, Jiro; Miyahara, Yoshio - In: Journal of mathematical economics 86 (2020), pp. 83-89
Persistent link: https://www.econbiz.de/10012660654