Search Results - subject:"(Cumulative) prospect theory"

Comparison of the valuations of alternatives based on cumulative prospect theory and almost stochastic dominance

Dudzinska-Baryla, Renata; Michalska, Ewa - In: Operations Research and Decisions 3 (2012)

act rationally. Relatively new tools which model real choices are the cumulative prospect theory rules and the almost … consistency between the valuation of random decision alternatives based on cumulative prospect theory and almost stochastic …

Persistent link: https://www.econbiz.de/10010685008

Information asymmetry and equilibrium models in behavioral finance

Del Vigna, Matteo - Université Paris-Dauphine (Paris IX) - 2012

solve a portfolio optimization problem in continuous time for an insider trader following Cumulative Prospect Theory (CPT …

Persistent link: https://www.econbiz.de/10010705819

Comparison of the valuations of alternatives based on cumulative prospect theory and almost stochastic dominance

Michalska, Ewa; Dudzinska-Baryla, Renata - In: Operations Research and Decisions 3 (2012), pp. 23-36

Persistent link: https://www.econbiz.de/10010711307

Trust and Trustworthiness under the Prospect Theory: A Field Experiment in Vietnam

Nguyen, Quang; Villeval, Marie Claire; Xu, Hui - Institute for the Study of Labor (IZA) - 2012

Vietnamese villages and by estimating the parameters of the Cumulative Prospect Theory and of quasi-hyperbolic time preferences …

Persistent link: https://www.econbiz.de/10010711936

Cumulative Prospect Theory as a model of economic rationality

Potocki, Tomasz - In: Ekonomia journal 31 (2012)

some axiomatic research review of Cumulative Prospect Theory (CPT) as a framework for decision under risk. …

Persistent link: https://www.econbiz.de/10011271590

One-period pricing strategy of "money doctors" under cumulative prospect theory

Deng, Liurui; Liu, Zilan - In: Portuguese economic journal 16 (2017) 2, pp. 113-144

Persistent link: https://www.econbiz.de/10011900478

Optimal investment with transaction costs under cumulative prospect theory in discrete time

Zou, Bin; Zagst, Rudi - In: Mathematics and financial economics 11 (2017) 4, pp. 393-421

Persistent link: https://www.econbiz.de/10011900575

Optimal investment in hedge funds under loss aversion

Zou, Bin - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-32

Persistent link: https://www.econbiz.de/10011686964

Very low probabilities in the loss domain

Hajimoladarvish, Narges - In: The Geneva risk and insurance review 42 (2017) 1, pp. 41-58

Persistent link: https://www.econbiz.de/10011665639

Health insurance choice and risk preferences under cumulative prospect theory : an experiment

Kairies-Schwarz, Nadja; Kokot, Johanna; Vomhof, Markus; … - In: Journal of economic behavior & organization : JEBO 137 (2017), pp. 374-397

Persistent link: https://www.econbiz.de/10011752280