Search Results - subject:"Probability weighting"

Do informal networks increase migrants' over-education? : Comparing over-education for natives, migrants and second generations in Italy and assessing the role of networks in generating it

Van Wolleghem, Pierre Georges; De Angelis, Marina; … - In: Italian economic journal : official peer-reviewed … 9 (2023) 1, pp. 175-197

Persistent link: https://www.econbiz.de/10014252209

Addressing sample selection bias for machine learning methods

Brewer, Dylan; Carlson, Alyssa - 2023

Persistent link: https://www.econbiz.de/10014313084

Addressing sample selection bias for machine learning methods

Brewer, Dylan; Carlson, Alyssa - 2023

Persistent link: https://www.econbiz.de/10014313178

Loss aversion, risk aversion, and the shape of the probability weighting function

Rablen, Matthew D. - 2023

Loss aversion, risk aversion, and the probability weighting function (PWF) are three central concepts in explaining …

Persistent link: https://www.econbiz.de/10014292798

Stimulating risk averse farmers to adopt microbial applications

Tensi, Annika Francesca; Ang, Frederic - In: Q open : a journal of agricultural, climate, … 3 (2023) 1, pp. 1-23

Increasing agricultural production, while decreasing its impact on the environment is a global challenge. Sustainable innovations, such as microbial applications, can play an important role in this light. However, risk averse farmers are often reluctant to adopt such innovations. In this study,...

Persistent link: https://www.econbiz.de/10014423500

Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle

Dierkes, Maik; Krupski, Jan; Schroen, Sebastian; … - In: Review of Derivatives Research 27 (2023) 1, pp. 1-35

In order to estimate volatility-dependent probability weighting functions, we obtain risk neutral and physical …, and probability weighting almost monotonically increases in volatility, indicating higher skewness preferences and crash … aversion related to probability weighting, we shed further light on the pricing kernel puzzle. While pricing kernels estimated …

Persistent link: https://www.econbiz.de/10015402109

The effect of innovation on firm export activity in a developing country : evidence from Ecuador

Trejo-Moya, Iván; Fernández-Sastre, Juan - In: International journal of business innovation and … 36 (2025) 3, pp. 416-434

Persistent link: https://www.econbiz.de/10015359254

Optimal Incentives without Expected Utility

González-Jiménez, Víctor - 2022

This paper investigates the optimal design of incentives when agents distort probabilities. We show that the type of probability distortion displayed by the agent and its degree determine whether an incentivecompatible contract can be implemented, the strength of the incentives included in the...

Persistent link: https://www.econbiz.de/10014321765

Investors' behavior in alternative asset classes

Papavasiliou, Ellie; Topaloglou, Nikolas; Tsomidis, Georgios - In: SPOUDAI - Journal of Economics and Business 72 (2022) 3/4, pp. 3-55

We investigate whether alternative asset classes should be included in optimal portfolios of the most prominent investor personae in the Behavioral Finance literature, namely, the Cumulative Prospect Theory, the Markowitz and the Loss Averse types of investors. We develop a stochastic spanning...

Persistent link: https://www.econbiz.de/10014477251

To Work or Not to Work? Effects of Temporary Public Employment on Future Employment and Benefits

Mörk, Eva; Ottosson, Lillit; Vikman, Ulrika - 2022

, applying dynamic inverse probability weighting to account for dynamic selection. We show that the program is successful in …

Persistent link: https://www.econbiz.de/10013177712