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Calibration of quantum decision theory, aversion to large losses and predictability of probabilistic choices

Vincent, Sabine; Jukalov, Vjačeslav I.; Kovalenko, Tatyana - 2016

We present the first calibration of quantum decision theory (QDT) to an empirical data set. The data comprise 91 …. The prediction of choice reversal is then refined by introducing heterogeneity between decision makers through a … differentiation of the population into two similar sized groups in terms of "over-confident" and "contrarian" decision makers. This …

Persistent link: https://www.econbiz.de/10011516615

Emotional Expressions Predict Risky Decisions by S&P 500 Executives

Menon, Anoop - 2019

Laboratory experiments conducted on college students suggest that emotions influence risk-taking during decisions-making. As the capacity to measure emotions in the field has been limited, however, it is unclear whether findings can be generalized to real world situations such as high-stakes...

Persistent link: https://www.econbiz.de/10012896634

Forecasting economic decisions under risk : the predictive importance of choice-process data

Mueller, Steffen Q.; Ring, Patrick; Schmidt, Maria - 2019 - Version: January 2019

We investigate various statistical methods for forecasting risky choices and identify important decision predictors …

Persistent link: https://www.econbiz.de/10011964372

Predictive decision making under risk and uncertainty : a support vector machines model

Al-Rawabdeh, Wasfi; Dalalah, Doraid - In: RAIRO / Operations research 51 (2017) 3, pp. 639-667

Persistent link: https://www.econbiz.de/10011858753

Zukunftsorientierte Bestimmung von Risikoprämien und Eigenkapitalkosten für die Unternehmensbewertung

Daske, Holger; Gebhardt, Günther - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 58 (2006) 4, pp. 530-551

Persistent link: https://www.econbiz.de/10003330684

Zukunftsorientierte Bestimmung von Kapitalkosten für die Unternehmensbewertung

Gebhardt, Günther (contributor); Daske, Holger (contributor) - 2004

Persistent link: https://www.econbiz.de/10002462720

Efficient prediction of excess returns

Faust, Jon; Wright, Jonathan H. - 2008

"It is well known that augmenting a standard linear regression model with variables that are correlated with the error term but uncorrelated with the original regressors will increase asymptotic efficiency of the original coefficients. We argue that in the context of predicting excess returns,...

Persistent link: https://www.econbiz.de/10003739239

Expert judgement of probability and risk

Wright, George; Bolger, Fergus; Rowe, Gene - In: Making essential choices with scant information : …, (pp. 213-229). 2009

Persistent link: https://www.econbiz.de/10003823055

A choice prediction competition : choices from experience and from description

Erev, Ido; Ert, Eyal; Roth, Alvin E.; Haruvy, Ernan; … - In: Journal of behavioral decision making 23 (2010) 1, pp. 15-47

Persistent link: https://www.econbiz.de/10003937977

Efficient prediction of excess returns

Faust, Jon; Wright, Jonathan H. - In: The review of economics and statistics 93 (2011) 2, pp. 647-659

Persistent link: https://www.econbiz.de/10009161567

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