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

Single-valued neutrosophic TODIM method based on cumulative prospect theory for multi-attribute group decision making and its application to medical emergency management evaluation

Zhang, Dan; Zhao, Mengwei; Wei, Guiwu; Chen, Xudong - In: Economic research 35 (2022) 1,4, pp. 4520-4536

Persistent link: https://www.econbiz.de/10014390483

Portfolio optimization with behavioural preferences and investor memory

Harris, Richard D. F.; Mazibas, Murat - In: European journal of operational research : EJOR 296 (2022) 1, pp. 368-387

Persistent link: https://www.econbiz.de/10012820175

Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory

Mao, Tiantian; Wang, Ruodu - In: Journal of mathematical economics 103 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014230385

Optimal portfolio and consumption choices of retirees with uncertain lifetimes under cumulative prospect theory

Deng, Liurui; Liu, Zilan; Tan, Jie - In: Applied economics 54 (2022) 49, pp. 5690-5716

Persistent link: https://www.econbiz.de/10013411249

Mixed participating and unit-linked life insurance contracts : design, pricing and optimal strategy

Hanna, Vanessa; Hieber, Peter; Devolder, Pierre - In: Scandinavian actuarial journal 2022 (2022) 5, pp. 421-446

In many countries, the decline in interest rates has reduced the interest in traditional participating life insurance contracts with investment guarantees and has led to a shift to unit-linked policies without guarantees. We design a novel mixed insurance contract splitting premium payments...

Persistent link: https://www.econbiz.de/10013370703

Insurance premium-based shortfall risk measure induced by cumulative prospect theory

Zhang, Sainan; Xu, Huifu - In: Computational management science 19 (2022) 4, pp. 703-738

Persistent link: https://www.econbiz.de/10013447511

Prospect theory preferences and global mutual fund flows

Gupta, Nilesh; Mishra, Anil V.; Jacob, Joshy - In: Journal of international money and finance 125 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013207351

Ridesharing in urban areas : multi-objective optimisation approach for ride-matching and routeing with commuters' dynamic mode choice

Guan, Lei; Pei, Jun; Liu, Xinbao; Zhou, Zhiping; … - In: International journal of production research 60 (2022) 5, pp. 1439-1457

Persistent link: https://www.econbiz.de/10013170863

Expected utility versus cumulative prospect theory in an evolutionary model of bargaining

Khan, Abhimanyu - In: Journal of economic dynamics & control 137 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013464511

Implementing an approximation of cumulative prospect theory into mixed linear programming : an application to bio-economic modelling at farm-scale considering crop insurance

Britz, Wolfgang - In: German journal of agricultural economics : GJAE 71 (2022) 4, pp. 184-203

Persistent link: https://www.econbiz.de/10014420457