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Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; … - In: Applied economics 47 (2015) 19/21, pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
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Testing expected utility maximization under price and quantity risk with a heterogeneous panel
Liu, Yucan; Shumway, C. Richard - In: Applied economics 41 (2009) 7/9, pp. 1105-1119
Persistent link: https://www.econbiz.de/10003842336
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The Markowitz model of utility supplemented with a small degree of probability distortion as an explanation of outcomes of Allais experiments over large and small payoffs and gambl...
Peel, David; Zhang, Jie; Law, David - In: Applied economics 40 (2008) 1/3, pp. 17-26
Persistent link: https://www.econbiz.de/10003721900
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Why people choose negative expected return assets - an empirical examination of a utility theoretic explanation
Bhattacharya, N.; Garrett, Thomas Andrew - In: Applied economics 40 (2008) 1/3, pp. 27-34
Persistent link: https://www.econbiz.de/10003721901
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A GMM test of the precautionary saving hypothesis with nonexpected-utility preferences
Yi, Myung Hoon; Choi, Changkyu - In: Applied economics 38 (2006) 1, pp. 71-78
Persistent link: https://www.econbiz.de/10003292276
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Do subjects remember the past?
Hey, John Denis; Lee, Jinkwon - In: Applied economics 37 (2005) 1, pp. 9-18
Persistent link: https://www.econbiz.de/10002524009
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A target level of risk model of respiratory pathologies and smoking behaviour
Menahem, Georges - In: Applied economics 31 (1999) 6, pp. 709-722
Persistent link: https://www.econbiz.de/10001418960
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Expected utility, skewness, and the baseball betting market
Woodland, Bill M.; Woodland, Linda M. - In: Applied economics 31 (1999) 3, pp. 337-345
Persistent link: https://www.econbiz.de/10001364514
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A non-expected utility model and its application in practical auctions
Wang, Mingxi; Hu, Yi; Dang, Chuangyin; Wang, Shouyang - In: Applied economics 52 (2020) 27, pp. 2931-2944
Persistent link: https://www.econbiz.de/10012221462
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Why do retired workers claim their social security benefits so early? : a potential explanation based on the cumulative prospect theory
Guo, Rui; Sun, Wei; Wang, Jianqiu; Xiao, Gang - In: Applied economics 52 (2020) 5, pp. 490-505
Persistent link: https://www.econbiz.de/10012197428