Search Results - subject:"Dual theory"

Distortion risk measures, ambiguity aversion and optimal effort

Robert, Christian; Thérond, Pierre-Emmanuel - HAL - 2013

We consider the class of concave distortion risk measures to study how choice is influenced by the decision-maker's attitude to risk and provide comparative static results. We also assume ambiguity about the probability distribution of the risk and consider a framework à la Klibanoff, Marinacci...

Persistent link: https://www.econbiz.de/10010821390

A dual theory approach to estimating risk preferences in the parimutuel betting market

Suhonen, Niko; Saastamoinen, Jani; Lindén, Mikael - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 1335-1351

Persistent link: https://www.econbiz.de/10011949530

Nonlinear optimization and support vector machines

Piccialli, Veronica; Sciandrone, Marco - In: 4OR : a quarterly journal of operations research 16 (2018) 2, pp. 111-149

Persistent link: https://www.econbiz.de/10011874285

An equilibrium asset pricing model under the dual theory of the smooth ambiguity model

Iwaki, Hideki - In: Journal of mathematical finance 8 (2018) 2, pp. 497-515

Persistent link: https://www.econbiz.de/10011875350

An economic premium principle under the dual theory of the smooth ambiguity model

Fujii, Yoichiro; Iwaki, Hideki; Osaki, Yusuke - In: Astin bulletin : the journal of the International … 47 (2017) 3, pp. 787-801

Persistent link: https://www.econbiz.de/10011763633

A characterization of the Gini segregation index

Puerta, Carmen; Urrutia, Ana - In: Social choice and welfare 47 (2016) 3, pp. 519-529

Persistent link: https://www.econbiz.de/10011574315

The probability premium : a graphical representation

Eeckhoudt, Louis; Laeven, Roger J. A. - In: Economics letters 136 (2015), pp. 39-41

Persistent link: https://www.econbiz.de/10011435791

Does socio-religious identity lead to structural disadvantage? : evidence from the Indian labour market

Dsouza, Alwin; Singh, Sudershan; Ranjan, Rahul - In: The Indian journal of labour economics : a quarterly … 58 (2015) 4, pp. 545-561

Persistent link: https://www.econbiz.de/10011643892

Savings and insurance within the dual theory of choice

Machnes, Yaffa; Reif, Shifra - In: Risk and decision analysis 4 (2013) 4, pp. 235-241

Persistent link: https://www.econbiz.de/10010475801

Weak Insider Trading and Behavioral Finance

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

developed by Kahneman and Tversky \cite{Kahneman_Tversky_1992}, together with an investor acting as in Yaari's dual theory of …

Persistent link: https://www.econbiz.de/10011073538

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