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Stochastic expected utility and prospect theory in a horse race : a finite mixture approach
Bruhin, Adrian - 2008
This study compares the performance of Prospect Theory versus Stochastic Expected Utility Theory at fitting data on … Allais paradox or the fourfold pattern of risk attitudes. Stochastic Expected Utility Theory parsimoniously extends the … standard microeconomic model, whereas Prospect Theory, the benchmark for aggregate choice so far, is based on psychological …
Persistent link: https://www.econbiz.de/10003894019
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An Approximate Dual-Self Model and Paradoxes of Choice under Risk
Fudenberg, Drew; Levine, David K.; Maniadis, Zacharias - 2012
Persistent link: https://www.econbiz.de/10009615723
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Rationality on the rise : why relative risk aversion increases with stake size
Fehr-Duda, Helga; Bruhin, Adrian; Epper, Thomas; … - 2008 - Revised version
expected utility theory, but also prospect theory. …
Persistent link: https://www.econbiz.de/10003892446
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Global polynomial kernel hazard estimation
Nielsen, Jens Perch; Tanggaard, Carsten - 2000
Persistent link: https://www.econbiz.de/10001613848
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Estimating multiplicative and additive hazard functions by kernel methods
Linton, Oliver; Nielsen, Jens Perch; Geer, Sara van de - 2001
Persistent link: https://www.econbiz.de/10001613862
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Bootstrap inference in semiparametric generalized additive models
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001613868
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On finite dimensional HJM representations
Mikkelsen, Peter - 2001
Persistent link: https://www.econbiz.de/10001613886
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Two-dimensional hazard estimation for longevity analysis
Fledelius, Peter (contributor) - 2001
Persistent link: https://www.econbiz.de/10001634333
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Prediction of mortalities : a comparative study
Fledelius, Peter; Nielsen, Jens Perch - 2001
Persistent link: https://www.econbiz.de/10001634335
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Longevity studies based on kernel hazard estimation
Felipe, Angie; Guillén, Montserrat; Nielsen, Jens Perch - 2000
Persistent link: https://www.econbiz.de/10001493540