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Evidence of deliberate violations of dominance due to secondary satisfactions : attractions to chance
Pope, Robin E. - In: Homo oeconomicus 18 (2001) 1, pp. 47-76
Persistent link: https://www.econbiz.de/10001616996
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Prominent numbers, indices and ratios in exchange rate determination and financial crashes : in Economists' models, in the field and in the laboratory
Pope, Robin; Selten, Reinhard; Kube, Sebastian; Hagen, … - 2009
laboratory. Third, nominalist heuristics are incompatible with expected utility theory which excludes the evaluation stage, and … are also incompatible with prospect theory which assumes that, while the evaluation stage can involve systematic mistakes … model and identify what is a mistake, and b) decision makers can maximise. However, contrary to prospect theory, in the …
Persistent link: https://www.econbiz.de/10003867227
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Journal of risk and uncertainty
Dordrecht [u.a.] : Springer Science + Business Media B.V; … - 1.1988 -
Persistent link: https://www.econbiz.de/10001378880
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Journal of risk and uncertainty : JRU
Dordrecht [u.a.] : Springer Science + Business Media; … - 1.1988 -
Persistent link: https://www.econbiz.de/10000351479
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Uncertainty in the analytic climate economy
Traeger, Christian - 2021
Persistent link: https://www.econbiz.de/10012502122
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Judgments under competition and uncertainty : empirical evidence from online poker
Engelbergs, Jörg - 2010
Persistent link: https://www.econbiz.de/10009152076
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Minimax : portfolio choice based on pessimistic decision making
Schaarschmidt, Steffen; Schanbacher, Peter - In: International journal of economics and finance 6 (2014) 8, pp. 23-40
Persistent link: https://www.econbiz.de/10010399353
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Minimax: Portfolio choice based on pessimistic decision making
Schaarschmidt, Steffen - In: Three essays on financial markets and portfolio management, (pp. 53-84). 2013
Persistent link: https://www.econbiz.de/10010442702
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Minimax : Portfolio Choice Based on Pessimistic Decision Making
Schaarschmidt, Steffen - 2012
We propose a fund allocation strategy for a highly risk-averse investor based on pessimistic decision making to construct portfolios of four major asset classes. Using US data (indexes of stocks, bonds, real estate, and commodities) from January 1990 to December 2010, we find that the proposed...
Persistent link: https://www.econbiz.de/10013105593
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The climate risk premium : how uncertainty affects the social cost of carbon
Lemoine, Derek - In: Journal of the Association of Environmental and … 8 (2021) 1, pp. 27-57
Persistent link: https://www.econbiz.de/10012610550