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Effects of ambiguity in market experiments

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Persistent link: https://www.econbiz.de/10000776881

Median aggregation, scoring rules, expert forecasts, choices with binary attributes, portfolio with dependent projects, and information security

Sarin, Rakesh - In: Decision analysis : a journal of the Institute for … 10 (2013) 4, pp. 277-278

Persistent link: https://www.econbiz.de/10010247772

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

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Heterogeneity of Investors and Asset Pricing in a Risk-Value World

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Risk-value efficient portfolios and asset pricing

Franke, Günter; Weber, Martin - 1997

Portfolio choice is usually modelled by von Neumann-Morgenstern utility. Risk-value models are more general and permit the derivation of risk-value efficient frontiers. A behaviorally based risk measure with an endogenous or exogenous benchmark is used to derive efficient portfolios and to...

Persistent link: https://www.econbiz.de/10010398109