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Blavatskyy, Pavlo R. - 2010

Persistent link: https://www.econbiz.de/10003941038

Risk in a simple temporal framework for expected utility theory and for SKAT : the stages of knowledge ahead theory

Pope, Robin; Selten, Reinhard - 2009

The paper re-expresses arguments against the normative validity of expected utility theory inRobin Pope (1983, 1991a … essential uniqueness property in the context of temporal and atemporal expected utility theory and a proof of the absence ofa … limit property natural in an axiomatised approach to temporal expected utility theory. Problems of the time structure of …

Persistent link: https://www.econbiz.de/10003943834

Bayesian consistent belief selection

Chambers, Christopher P.; Hayashi, Takashi - In: Journal of economic theory 145 (2010) 1, pp. 432-439

Persistent link: https://www.econbiz.de/10003947012

Affective decision-making : a theory of optimism-bias

Brachayand, Anat; Brown, Donald J. - 2010

Persistent link: https://www.econbiz.de/10008656787

Attitudes to risk and roulette

Schnytzer, Adi; Westreich, Sara - 2010

Persistent link: https://www.econbiz.de/10008658268

The Dempster-Shafer theory : an intorduction and fraud risk assessment illustration

Srivastava, Rajendra P.; Mock, Theodore J.; Gao, Lei - In: Australian accounting review 21 (2011) 3, pp. 282-291

Persistent link: https://www.econbiz.de/10009374586

The Petersburg paradox : menger revisited

Seidl, Christian - 2012

The Petersburg Paradox and its solutions are formulated in a uniform arrangement centered around d'Alembert's ratio test. All its aspects are captured using three mappings, a mapping from the natural numbers to the space of the winnings, a utility function defined on the space of the winnings,...

Persistent link: https://www.econbiz.de/10009509759

Hedging price risk when payment dates are uncertain

Korn, Olaf - 2009 - Current Version: February 2009

This paper studies the hedging of price risk when payment dates are uncertain, a problem that frequently occurs in practice. It derives and establishes the variance minimizing dynamic hedging strategy, using forward contracts with different times to maturity. The resulting strategy fully hedges...

Persistent link: https://www.econbiz.de/10009526497

Probabilistic choice and stochastic dominance

Blavatskyy, Pavlo R. - In: Economic theory : official journal of the Society for … 50 (2012) 1, pp. 59-83

Persistent link: https://www.econbiz.de/10009533482

Risk in a simple temporal framework for expected utility theory and for SKAT, the Stages of Knowledge Ahead Theory

Pope, Robin; Selten, Reinhard - In: Risk and decision analysis 2 (2010/11) 1, pp. 5-32

Persistent link: https://www.econbiz.de/10009304888