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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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Observable implications of equilibrium behavior on finite data
Snyder, Susan K. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658936
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Observable implications of equilibrium behavior on finite data
Snyder, Susan K. - In: Journal of mathematical economics 40 (2004) 1/2, pp. 165-176
Persistent link: https://www.econbiz.de/10001961404
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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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On estimating a dynamic function of a stochastic system with averaging
Liptser, R.; Spokojnyj, Vladimir G. - 1998
Persistent link: https://www.econbiz.de/10000168629
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Costs of equity capital and model mispricing
Pástor, Ľuboš; Stambaugh, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000659972
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Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management
Schürle, Michael - 1998
Persistent link: https://www.econbiz.de/10000672590
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Improved estimation strategy in multi-factor Vasicek model
Ahmed, S. Ejaz; Nkurunziza, Sévérien; Liu, Shuangzhe - In: Statistical inference, econometric analysis and matrix …, (pp. 255-270). 2009
Persistent link: https://www.econbiz.de/10003781036