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Stochastic expected utility and prospect theory in a horse race : a finite mixture approach
Bruhin, Adrian - 2008
This study compares the performance of Prospect Theory versus Stochastic Expected Utility Theory at fitting data on … Allais paradox or the fourfold pattern of risk attitudes. Stochastic Expected Utility Theory parsimoniously extends the … standard microeconomic model, whereas Prospect Theory, the benchmark for aggregate choice so far, is based on psychological …
Persistent link: https://www.econbiz.de/10003894019
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Estimating subjective probabilities
Andersen, Steffen (contributor) - 2009
Persistent link: https://www.econbiz.de/10003842913
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An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach
Kashima, Hiroyuki - In: Statistical papers 46 (2005) 4, pp. 523-540
Persistent link: https://www.econbiz.de/10003098863
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Revision policy for the two assets global minimum variance portfolio
Golosnoy, Vasyl - 2003
Persistent link: https://www.econbiz.de/10001786458
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Biases in the assessment of von Neumann-Morgenstern utility functions
Seidl, Christian; Traub, Stefan - In: Mathematical utility theory : utility functions, …, (pp. 203-239). 1999
Persistent link: https://www.econbiz.de/10001434549
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Shortfall-Risiko - Excess-Chance-Entscheidungskalküle : Grundlagen und Beziehungen zum Bernoulli-Prinzip
Albrecht, Peter - In: Zeitschrift für Wirtschafts- und Sozialwissenschaften … 118 (1998) 2, pp. 249-274
Persistent link: https://www.econbiz.de/10001248279
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Estimating preferences under risk : the case of racetrack bettors
Jullien, Bruno; Salanié, Bernard - In: Journal of political economy 108 (2000) 3, pp. 503-530
Persistent link: https://www.econbiz.de/10001485302
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Estimating preferences under risk : the case of racetrack bettors
Jullien, Bruno; Salanié, Bernard - 1997
Persistent link: https://www.econbiz.de/10000975629
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Credible school value-added with undersubscribed school lotteries
Angrist, Joshua D.; Hull, Peter; Pathak, Parag A.; … - In: The review of economics and statistics 106 (2024) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10014517349
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Inestigating generalizations of expected utility theory using experimental data
Hey, John Denis; Orme, Chris D. - In: Experiments in economics : decision making and markets, (pp. 63-98). 2018
Persistent link: https://www.econbiz.de/10011971360