Search Results - subject:"Disappointment aversion"

An explicit representation for disappointment aversion and other betweenness preferences

Cerreia-Vioglio, Simone; Dillenberger, David; Ortoleva, … - In: Theoretical economics : TE ; an open access journal in … 15 (2020) 4, pp. 1509-1546

One of the most well-known models of non-expected utility is Gul (1991)'s model of Disappointment Aversion. This model … disappointment aversion in a variety of applications. …

Persistent link: https://www.econbiz.de/10012415476

Portfolios of value and momentum : disappointment aversion and non-normalities

Lalancette, Simon; Simonato, Jean-Guy - In: Quantitative finance 22 (2022) 7, pp. 1247-1263

Persistent link: https://www.econbiz.de/10013367897

On the equivalence of optimal mechanisms with loss and disappointment aversion

Benkert, Jean-Michel - In: Economics letters 214 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013448101

An explicit representation for disappointment aversion and other betweenness preferences

Cerreia-Vioglio, Simone; Dillenberger, David; Ortoleva, … - 2018

Persistent link: https://www.econbiz.de/10012000975

Model risk and disappointment aversion

Fallahgoul, Hasan; Mancini, Loriano; Stoyanov, Stoyan V. - 2018 - Preliminary and incomplete

generalized disappointment aversion (GDA) preferences. We find that the marginal utility gains of the optimal portfolio of a GDA …

Persistent link: https://www.econbiz.de/10011937102

Production theory under price uncertainty for firms with disappointment aversion

Guo, Xu; Egozcue, Martín; Wong, Wing Keung - In: International journal of production research 59 (2021) 8, pp. 2392-2405

Persistent link: https://www.econbiz.de/10012501289

Portfolio choices and hedge funds : a disappointment aversion analysis

Ferland, René; Lalancette, Simon - In: The European journal of finance 27 (2021) 7, pp. 679-705

Persistent link: https://www.econbiz.de/10012516119

Fighting alone versus fighting for a team : an experiment on multiple pairwise contests

Huang, Lingbo; Murad, Zahra - In: Journal of economic behavior & organization : JEBO 183 (2021), pp. 616-631

Persistent link: https://www.econbiz.de/10012599968

A consumption-based asset pricing model with disappointment aversion and uncertainty shocks

Li, Kaifeng; Xia, Bobo; Guo, Zhaoxuan - In: Economic modelling 94 (2021), pp. 235-243

Persistent link: https://www.econbiz.de/10012694760

Disappointment Aversion and Social Comparisons in a Real-Effort Competition

Gächter, Simon; Huang, Lingbo; Sefton, Martin - 2017

We present an experiment to investigate the source of disappointment aversion in a sequential real-effort competition …. Specifically, we study the contribution of social comparison effects to the disappointment aversion previously identified in a two … Prowse experiment, where the latter treatment removes the scope for social comparisons. If disappointment aversion simply …

Persistent link: https://www.econbiz.de/10011653482