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Estimation and comparison between rank-dependent expected utility, cumulative prospect theory and quantum decision theory
Ferro, Giuseppe; Kovalenko, Tatyana; Sornette, Didier - 2021
We propose a new parametrization of Quantum Decision Theory (QDT), based on Rank Dependent Utility Theory (RDU). Using …
Persistent link: https://www.econbiz.de/10012612940
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Expected utility with uncertain probabilities theory
Izhakian, Yehuda - In: Journal of mathematical economics 69 (2017), pp. 91-103
Persistent link: https://www.econbiz.de/10011825902
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Estimating ambiguity aversion in a portfolio choice experiment
Ahn, David S.; Choi, Syngjoo; Gale, Douglas; Kariv, Shachar - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 195-223
specification includes two parameters: one for ambiguity attitudes and another for risk attitudes. We also estimate a three … null hypothesis of subjective expected utility for a majority of subjects. Most of the remaining subjects exhibit …
Persistent link: https://www.econbiz.de/10011757224
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Bayesian decision theory with action-dependent probabilities and risk attitudes
Karni, Edi - In: Economic theory : official journal of the Society for … 53 (2013) 2, pp. 335-356
Persistent link: https://www.econbiz.de/10009752717
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Expected uncertain utility theory
Gul, Faruk; Pesendorfer, Wolfgang - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10010403934
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Estimating ambiguity aversion in a portfolio choice experiment
Ahn, David S.; Choi, Syngjoo; Gale, Douglas; Kariv, Shachar - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 195-223
Persistent link: https://www.econbiz.de/10010409967
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Multiple tastes and beliefs with an infinite prize space
Hara, Kazuhiro; Riella, Gil - In: Economic theory 76 (2023) 2, pp. 417-444
Persistent link: https://www.econbiz.de/10014330735
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Expected subjective value theory (ESVT) : a representation of decision under risk and certainty
Glimcher, Paul W.; Tymula, Agnieszka - In: Journal of economic behavior & organization : JEBO 207 (2023), pp. 110-128
Persistent link: https://www.econbiz.de/10014282003
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Partial ambiguity
Chew, Soo-Hong; Miao, Bin; Zhong, Songfa - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 4, pp. 1239-1260
Persistent link: https://www.econbiz.de/10011791241
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Group decisions, preference elicitation, experienced utility, survival probabilities, and portfolio value of information
Sarin, Rakesh; Keller, L. R. - In: Decision analysis : a journal of the Institute for … 10 (2013) 2, pp. 99-102
Persistent link: https://www.econbiz.de/10009761149