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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 utility factor with a stochastic version of cumulative prospect theory (logit-CPT), and (b) the attraction factor with … experiment and for predictions (second iteration). The QDT effect associated with the attraction factor is mostly appreciable for …
Persistent link: https://www.econbiz.de/10011516615
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Managerial decision-making: measuring and manifestations of risks and the possibilities of their reducing
Marček, Dušan; Fraňo, Michal; Marček, Milan - In: Ekonomický časopis : časopis pre ekonomickú … 59 (2011) 4, pp. 392-411
Persistent link: https://www.econbiz.de/10009303911
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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
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Better calibration when predicting from experience (rather than description)
Camilleri, Adrian R.; Newell, Benjamin R. - In: Organizational behavior and human decision processes : … 150 (2019), pp. 62-82
Persistent link: https://www.econbiz.de/10011990691
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Risk averse retail pricing with robust demand forecasting
Ferrer, Juan-Carlos; Oyarzún, Diego; Vera, Jorge - In: International journal of production economics 136 (2012) 1, pp. 151-160
Persistent link: https://www.econbiz.de/10009503669
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Dynamic asset allocation with ambiguous return predictability
Chen, Hui; Ju, Nengjiu; Miao, Jianjun - In: Review of economic dynamics 17 (2014) 4, pp. 799-823
Persistent link: https://www.econbiz.de/10011281431
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Financial uncertainty, risk aversion and monetary policy
Inekwe, Nkwoma John - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 939-961
Persistent link: https://www.econbiz.de/10011554354
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Ambiguity, long-run risks, and asset prices
Wei, Bin - 2021
I generalize the long-run risks (LRR) model of Bansal and Yaron (2004) by incorporating recursive smooth ambiguity aversion preferences from Klibanoff et al. (2005, 2009) and time-varying ambiguity. Relative to the Bansal-Yaron model, the generalized LRR model is as tractable but more flexible...
Persistent link: https://www.econbiz.de/10012617667
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Fear, overconfidence, and fundamental uncertainty shocks
Ambrocio, Gene - In: Applied economics letters 28 (2021) 9, pp. 760-764
Persistent link: https://www.econbiz.de/10012501609
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Ambiguous investor sentiment
Wagner, Moritz; Wei, Xiaopeng - In: Finance research letters 67 (2024) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10015061580