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Almost expectation and excess dependence notions

Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Theory and decision : an international journal for … 79 (2015) 3, pp. 375-401

Persistent link: https://www.econbiz.de/10011377445

Anticipated and experienced emotions in an investment experiment

Bosman, Ronald; Winden, Frans A. A. M. van - 2001

This paper experimentally investigates investment behavior.We find that global risk – i.e. risk independent of an agent …’sinvestment decision (like political risk) – substantiallydecreases investment. Also effort to obtain the capital usedfor investment … orientated theories of decision makingunder risk (e.g. prospect theory or regret theory). We discussthe economic relevance of the …

Persistent link: https://www.econbiz.de/10011317470

Benchmark values for higher order coefficients of relative risk aversion

Denuit, Michel; Rey, Béatrice - In: Theory and decision : an international journal for … 76 (2014) 1, pp. 81-94

Persistent link: https://www.econbiz.de/10010345268

Tail mutual exclusivity and tail-var lower bounds

Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - 2015

In this paper, we extend the concept of mutual exclusivity proposed by Dhaene and Denuit (1999) to its tail counterpart and baptise this new dependency structure as tail mutual exclusivity. Probability levels are first specified for each component of the random vector. Under this dependency...

Persistent link: https://www.econbiz.de/10010477089

Anticipated and experienced emotions in an investment experiment

Bosman, Ronald; Winden, Frans A. A. M. van - 2001

Persistent link: https://www.econbiz.de/10001589187

Risk aversion, prudence, and asset allocation : a review and some new developments

Denuit, Michel; Eeckhoudt, Louis R. - In: Theory and decision : an international journal for … 80 (2016) 2, pp. 227-243

Persistent link: https://www.econbiz.de/10011593667