Path-dependent and randomized strategies in Barberis’ casino gambling model
Xue Dong He, Sang Hu, Jan Obłój, Xun Yu Zhou
| Year of publication: |
January-February 2017
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|---|---|
| Authors: | He, Xue Dong ; Hu, Sang ; Obłój, Jan ; Zhou, Xun Yu |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 65.2017, 1, p. 97-103
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| Subject: | casino gambling | cumulative prospect theory | path dependence | randomized strategies | quasi-convexity | optimal stopping | Glücksspiel | Gambling | Prospect Theory | Prospect theory | Pfadabhängigkeit | Path dependence | Erwartungsbildung | Expectation formation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2016.1545 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011648877