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  • Search: subject:"Probability distortion"
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Year of publication
Subject
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Probability distortion 16 Theorie 16 Theory 16 Portfolio selection 12 Portfolio-Management 12 probability distortion 12 Probability theory 8 Wahrscheinlichkeitsrechnung 8 Anlageverhalten 7 Behavioural finance 7 Choquet integral 6 Prospect Theory 6 Prospect theory 6 Risikoaversion 6 Risk aversion 6 Erwartungsnutzen 5 Expected utility 5 Decision under risk 4 Economics of insurance 4 Entscheidung unter Risiko 4 Erwartungsbildung 4 Expectation formation 4 Risiko 4 Risk 4 Versicherungsökonomik 4 deductible 4 Decision 3 Entscheidung 3 Nutzen 3 Nutzenfunktion 3 Optimal insurance 3 Risikomanagement 3 Risikomodell 3 Risk management 3 Risk model 3 Utility 3 Utility function 3 risk aversion 3 Ambiguity 2 Behavioral Portfolio Optimization 2
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Online availability
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Undetermined 27 Free 6
Type of publication
All
Article 32 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 23 Aufsatz in Zeitschrift 23 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1 research-article 1
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Language
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English 27 Undetermined 8
Author
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Ghossoub, Mario 6 Amarante, Massimiliano 2 Escobar, Marcos 2 Lichtenstern, Andreas 2 Madan, Dilip B. 2 Peel, David A. 2 Rásonyi, Miklós 2 Schoutens, Wim 2 Zagst, Rudi 2 Zervoudi, Evanthia K. 2 Abdellaoui, Mohammed 1 Aveiga-Villacis, Alexis 1 Bernard, Carole 1 Bi, Junna 1 Bi, Xiuchun 1 Bleichrodt, Han 1 Boonen, Tim J. 1 Brzeczek, Tomasz 1 Cao, Xi-Ren 1 Carassus, Laurence 1 Chen, Lu 1 Cui, Zhenyu 1 Deneffe, Daniel 1 Dierkes, Maik 1 Dolder, Dennie Van 1 Fan, Jiacheng 1 Germer, Stephan 1 Hamada, Mahmoud 1 Hammerschmid, Regina 1 He, Xue Dong 1 Huang, Zhiyong 1 Janssen, Alexandra 1 Jianfeng Zhang 1 Jin, Hanqing 1 L'Haridon, Olivier 1 Law, David 1 Law, Davind 1 Li, Bingqing 1 Ma, Jin 1 Meng, Qingbin 1
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Institution
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Centre de Recherche en Économie et Management (CREM) 1 Laboratoire de Recherche en Gestion (LaRGE), Institut de Finance de Strasbourg 1
Published in...
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Mathematical finance : an international journal of mathematics, statistics and financial theory 3 European journal of operational research : EJOR 2 Insurance / Mathematics & economics 2 International journal of theoretical and applied finance 2 Journal of Gambling Business and Economics 2 Journal of behavioral and experimental economics 2 The journal of behavioral finance : a publication of the Institute of Behavioral Finance 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Annals of Finance 1 Annals of finance 1 Applied Mathematical Finance 1 Central European journal of operations research 1 Economics Letters 1 Economics Working Paper Archive (University of Rennes 1 & University of Caen) 1 Finance research letters 1 Financial markets and portfolio management 1 International Journal of Applied Behavioral Economics (IJABE) 1 International journal of applied behavioral economics : IJABE ; an official publication of the Information Resources Management Association 1 Journal of economic dynamics & control 1 Management Science 1 Mathematics of operations research 1 Research paper series / Swiss Finance Institute 1 Review of Behavioral Finance 1 Risks 1 Risks : open access journal 1 Scandinavian actuarial journal 1 Swiss Finance Institute Research Paper 1 Working Papers of LaRGE Research Center 1
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Source
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ECONIS (ZBW) 24 RePEc 8 Other ZBW resources 2 EconStor 1
Showing 11 - 20 of 35
Cover Image
Budget-constrained optimal retention with an upper limit on the retained loss
Ghossoub, Mario - In: Scandinavian actuarial journal 2020 (2020) 3, pp. 245-271
Persistent link: https://www.econbiz.de/10012195047
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Bilateral risk sharing with heterogeneous beliefs and exposure constraints
Boonen, Tim J.; Ghossoub, Mario - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 293-323
Persistent link: https://www.econbiz.de/10012194134
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Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos; Lichtenstern, Andreas; Zagst, Rudi - In: International journal of theoretical and applied finance 23 (2020) 7, pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
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Behavioral portfolio insurance strategies
Escobar, Marcos; Lichtenstern, Andreas; Zagst, Rudi - In: Financial markets and portfolio management 34 (2020) 4, pp. 353-399
Persistent link: https://www.econbiz.de/10012309906
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Budget-constrained optimal insurance without the nonnegativity constraint on indemnities
Ghossoub, Mario - In: Insurance / Mathematics & economics 84 (2019), pp. 22-39
Persistent link: https://www.econbiz.de/10011990429
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Conic asset pricing and the costs of price fluctuations
Madan, Dilip B.; Schoutens, Wim - In: Annals of finance 15 (2019) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10012058189
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Optimal insurance under rank-dependent expected utility
Ghossoub, Mario - In: Insurance / Mathematics & economics 87 (2019), pp. 51-66
Persistent link: https://www.econbiz.de/10012058906
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Source-Dependence of Utility and Loss Aversion: A Critical Test of Ambiguity Models
Abdellaoui, Mohammed; Bleichrodt, Han; L'Haridon, Olivier; … - Centre de Recherche en Économie et Management (CREM) - 2013
This paper tests whether utility is the same for risk and for uncertainty. This test is critical for models that capture ambiguity aversion through a difference in event weighting between risk and uncertainty, like the multiple priors models and prospect theory. We present a new method to...
Persistent link: https://www.econbiz.de/10010969007
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Behavioral mean-variance portfolio selection
Bi, Junna; Jin, Hanqing; Meng, Qingbin - In: European journal of operational research : EJOR 271 (2018) 2, pp. 644-663
Persistent link: https://www.econbiz.de/10011890350
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Value functions for prospect theory investors : an empirical evaluation for U.S. style portfolios
Zervouid, Evanthia K. - In: The journal of behavioral finance : a publication of … 19 (2018) 3, pp. 319-333
Persistent link: https://www.econbiz.de/10012009707
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