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Ambiguity in risk preferences in robust stochastic optimization

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Almost stochastic dominance for most risk-averse decision makers

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A class of portfolio optimization solvable problems

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Separating attitudes towards money from attitudes towards probabilities : stake effects and ambiguity as a test for prospect theory

Vieider, Ferdinand M.; Cingl, Lubomír; Martinsson, Peter; … - 2013

Prospect theory (PT) is the dominant descriptive theory of decision making under risk today. For the modeling of choices, PT relies on a psychologically founded separation of risk attitudes into attitudes towards outcomes, captured in a value function; and attitudes towards probabilities,...

Persistent link: https://www.econbiz.de/10009792472