This paper addresses whether and to what extent econometric methods used in experimental studies can be adapted and applied to financial data to detect the best-fitting preference model. To address the research ques- tion, we implement a frequently used nonlinear probit model in the style of Hey...

Existing preference reasoning systems have been successful insimple domains. Broader success requires more natural and moreexpressive preference representations. This thesis develops arepresentation of logical preferences that combines numericaltradeoff ratios between partial outcome...

This paper addresses whether and to what extent econometric methods used in experimental studies can be adapted and applied to financial data to detect the best-fitting preference model. To address the research question, we implement a frequently used nonlinear probit model in the style of Hey...

This paper addresses whether and to what extent econometric methods used in experimental studies can be adapted and applied to financial data to detect the best-fitting preference model. To address the research ques- tion, we implement a frequently used nonlinear probit model in the style of Hey...

The objective of this paper is to provide a methodology for pricing, under a generation company (Genco) point of view, long-term energy contracts signed across different price zones in a zonal pricing hydro- based power system where classical Financial Transmission Rights (FTRs) are not...

The linear plus exponential utility function has received increasing attention of late as a particularly attractive family for evaluating additive gambles for wealth. In addition to its ability to reflect increasing appreciation for money, risk aversion, and decreasing risk aversion, it is...