Search Results - subject:"dynamic reference"

Multi-period portfolio choice under loss aversion with dynamic reference point in serially correlated market

Gao, Jianjun; Li, Yaoming; Shi, Yun; Xie, Jinyan - In: Omega : the international journal of management science 127 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014557792

Day-to-day evolution model based on dynamic reference point with heterogeneous travelers

Sun, Huijun; Zhang, Si; Han, Linghui; Zhao, Xiaomei; Lou, Lu - In: Networks and spatial economics : a journal of … 20 (2020) 4, pp. 935-961

Persistent link: https://www.econbiz.de/10012417751

Model of passenger behavior choice under flight delay based on dynamic reference point

Jiang, Hong; Ren, Xinhui - In: Journal of air transport management 75 (2019), pp. 51-60

Persistent link: https://www.econbiz.de/10012112357

History-Dependent Risk Attitude

Dillenberger, David; Rozen, Kareen - Cowles Foundation for Research in Economics, Yale University - 2010

We propose a model of history-dependent risk attitude, allowing a decision maker’s risk attitude to be affected by his history of disappointments and elations. The decision maker recursively evaluates compound risks, classifying realizations as disappointing or elating using a threshold rule....

Persistent link: https://www.econbiz.de/10008462010

Evaluation with dynamic reference: Sustainable investment

Vinokur, Leon - 2009

status quo). This paper aims to develop a Prospect Theory framework for investment under uncertainty subject to a dynamic … reference point, within the context of environmental policy making, where the distinction between a dynamic and a static …

Persistent link: https://www.econbiz.de/10010280772

History-dependent risk attitude

Dillenberger, David; Rozen, Kareen - In: Journal of Economic Theory 157 (2015) C, pp. 445-477

We propose a model of history-dependent risk attitude, allowing a decision maker's risk attitude to be affected by his history of disappointments and elations. The decision maker recursively evaluates compound risks, classifying realizations as disappointing or elating using a threshold rule. We...

Persistent link: https://www.econbiz.de/10011263596

History-dependent risk attitude

Dillenberger, David; Rozen, Kareen - In: Journal of economic theory 157 (2015), pp. 445-477

Persistent link: https://www.econbiz.de/10011525292

History-Dependent Risk Attitude, Second Version

Dillenberger, David; Rozen, Kareen - Department of Economics, University of Pennsylvania - 2011

Persistent link: https://www.econbiz.de/10010822906

Evaluation with Dynamic Reference: Sustainable Investment

Vinokur, Leon - School of Economics and Finance, Queen Mary - 2009

Persistent link: https://www.econbiz.de/10008506761