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Ambiguity, risk, and asset returns in continuous time
Chen, Zengjing; Epstein, Larry G. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 4, pp. 1403-1443
Persistent link: https://www.econbiz.de/10001688086
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"Probability of risk aversion" and other applications of derivatives of the certainty equivalent
McElroy, F. William - In: International review of economics : journal of civil economy 54 (2007) 4, pp. 429-444
Persistent link: https://www.econbiz.de/10003662530
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Utility of gambling, II: risk, paradoxes, and data
Luce, Robert Duncan; Ng, C. T.; Marley, A. A. J.; … - In: Economic theory : official journal of the Society for … 36 (2008) 2, pp. 165-187
Persistent link: https://www.econbiz.de/10003715928
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Mathematical basis of quantum decision theory
Jukalov, Vjačeslav I.; Sornette, Didier - 2008
One of the most complex systems is the human brain whose formalized functioning is characterized by decision theory. We … present a quot;Quantum Decision Theoryquot; of decision making, based on the mathematical theory of separable Hilbert spaces … the decision making of real human beings. The theory describes entangled decision making, non-commutativity of subsequent …
Persistent link: https://www.econbiz.de/10003962110
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Risk preferences, investor sentiment and lottery stocks : a stochastic dominance approach
Fong, Wai-mun - In: The journal of behavioral finance : a publication of … 14 (2013) 1, pp. 42-52
Persistent link: https://www.econbiz.de/10009744996
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Ambiguity, long-run risks, and asset prices in continuous time
Ruan, Xinfeng - In: International review of economics & finance : IREF 71 (2021), pp. 115-126
Persistent link: https://www.econbiz.de/10012627765
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Ambiguity, Long-Run Risks, and Asset Prices
Wei, Bin - 2019
We generalize the long-run risks (LRR) model in Bansal and Yaron (2004) by incorporating the recursive smooth ambiguity aversion preferences of Klibanoff, Marinacci, and Mukerji (2005, 2009) and time-varying ambiguity. Relative to the Bansal-Yaron model, the generalized LRR model remains...
Persistent link: https://www.econbiz.de/10012896734
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Is there one unifying concept of utility? : an experimental comparison of utility under risk and utility over time
Abdellaoui, Mohammed; Bleichrodt, Han; L'Haridon, Olivier; … - In: Management science : journal of the Institute for … 59 (2013) 9, pp. 2153-2169
Persistent link: https://www.econbiz.de/10010195578
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New results on the relationship among risk aversion, prudence and temperance
Menegatti, Mario - In: European journal of operational research : EJOR 232 (2014) 3, pp. 613-617
Persistent link: https://www.econbiz.de/10010224955
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Loss-averse preferences and portfolio choices : an extension
Eeckhoudt, Louis R.; Fiori, Anna Maria; Rosazza Gianin, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 224-230
Persistent link: https://www.econbiz.de/10011435806