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Risk measures based on behavioural economics theory
Mao, Tiantian; Cai, Jun - In: Finance and stochastics 22 (2018) 2, pp. 367-393
Persistent link: https://www.econbiz.de/10011945793
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Hierarchical maximum likelihood parameter estimation for cumulative prospect theory : improving the reliability of individual risk parameter estimates
Murphy, Ryan O.; Brincke, Robert H. W. ten - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 308-326
Persistent link: https://www.econbiz.de/10011819575
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Insurance premium-based shortfall risk measure induced by cumulative prospect theory
Zhang, Sainan; Xu, Huifu - In: Computational management science 19 (2022) 4, pp. 703-738
Persistent link: https://www.econbiz.de/10013447511
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Mutual optimism and risk preferences in litigation
Hylton, Keith N. - In: International review of law and economics 75 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014461597
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Poverty and welfare measurement on the basis of prospect theory
Jäntti, Markus; Kanbur, Ravi; Nyyssöla, Milla; … - In: The review of income and wealth : journal of the … 60 (2014) 1, pp. 182-205
Persistent link: https://www.econbiz.de/10010457532
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Essays on the measurement sensitivity of risk aversion and causal effects in education
Booij, Adam S. - 2009
Persistent link: https://www.econbiz.de/10003825571
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A satisficing alternative to prospect theory
Brown, David B.; De Giorgi, Enrico; Sim, Melvyn - 2009
Persistent link: https://www.econbiz.de/10003885781
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Resolving inconsistencies in utility measurement under risk: tests of generalizations of expected utility
Bleichrodt, Han; Abellan-Perpiñan, Jose Maria; … - In: Management science : journal of the Institute for … 53 (2007) 3, pp. 469-482
Persistent link: https://www.econbiz.de/10003451614
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The midweight method to measure attitudes toward risk and ambiguity
Kuilen, Gijs van de; Wakker, Peter P. - In: Management science : journal of the Institute for … 57 (2011) 3, pp. 582-598
Persistent link: https://www.econbiz.de/10008988402
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Essays on risk assessment and risk management
Althaus, Thomas Rolf - 2015
This thesis consists of three singled-authored essays which examine topics in risk assessment and risk management in … three distinct fields. The first essay, presented in chapter 1, analyzes the risk dynamics of hedge funds by introducing new … risk factors which are used to assess the risk of hedge funds. The second essay, presented in chapter 2, investigates the …
Persistent link: https://www.econbiz.de/10010510566