Similar Search Results

Investigation of the stochastic choice under risk using experimental data

Permana, Yudistira; Empel, Giovanni van; Pradiptyo, Rimawan - In: Gadjah Mada international journal of business 22 (2020) 2, pp. 137-150

Persistent link: https://www.econbiz.de/10012519111

Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance

Denuit, Michel; Liu, Liqun - In: Theory and decision : an international journal for … 76 (2014) 2, pp. 287-295

Persistent link: https://www.econbiz.de/10010345255

Ambiguity in risk preferences in robust stochastic optimization

Haskell, William B.; Fu, Lunce; Dessouky, Maged - In: European journal of operational research : EJOR 254 (2016) 1, pp. 214-225

Persistent link: https://www.econbiz.de/10011503281

A general optimal investment model in the presence of background risk

Alghalith, Moawia; Guo, Xu; Wong, Wing Keung; Zhu, Lixing - In: Annals of financial economics 11 (2016) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10011503987

"Stochastically more risk averse" : a contextual theory of stochastic discrete choice under risk

Wilcox, Nathaniel T. - In: Journal of econometrics 162 (2011) 1, pp. 89-104

Persistent link: https://www.econbiz.de/10009270696

Stochastic Utility Theorem

Blavatskyy, Pavlo R. - 2008

This paper analyzes individual decision making under risk. It is assumed that an individual does not have a preference relation on the set of risky lotteries. Instead, an individual possesses a probability measure that captures the likelihood of one lottery being chosen over the other. Choice...

Persistent link: https://www.econbiz.de/10012726748