Search Results - subject:"expected utility theory"

A proposal to extend expeced utility in a quantum probabilistic framework

Aerts, Diederik; Haven, Emmanuel; Sozzo, Sandro - In: Economic theory : official journal of the Society for … 65 (2018) 4, pp. 1079-1109

Persistent link: https://www.econbiz.de/10011949437

Optimal portfolio under state-dependent expected utility

Bernard, Carole; Vanduffel, Steven; Ye, Jiang - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-22

Persistent link: https://www.econbiz.de/10011889433

Unobserved and observed heterogeneity in risk attitudes : implications for valuing travel time savings and travel time variability

Zheng, Li - In: Transportation research / E : an international journal 112 (2018), pp. 12-18

Persistent link: https://www.econbiz.de/10011849035

Alternative utility functions : review, analysis and comparison

Harel, Arie; Francis, Jack Clark; Harpaz, Giora - In: Review of quantitative finance and accounting 51 (2018) 3, pp. 785-811

Persistent link: https://www.econbiz.de/10012038397

Testing ambiguity and Machina preferences within a quantum-theoretic framework for decision-making

Aerts, Diederik; Geriente, Suzette; Moreira, Catarina; … - In: Journal of mathematical economics 78 (2018), pp. 176-185

Persistent link: https://www.econbiz.de/10012105565

A second-generation disappointment aversion theory of decision making under risk

Blavatskyy, Pavlo - In: Theory and decision : an international journal for … 84 (2018) 1, pp. 29-60

Persistent link: https://www.econbiz.de/10011939647

Violations of betweenness and choice shifts in groups

Blavatskyy, Pavlo R.; Feri, Francesco - In: Theory and decision : an international journal for … 85 (2018) 3/4, pp. 321-331

Persistent link: https://www.econbiz.de/10011942545

Risk measures based on behavioural economics theory

Mao, Tiantian; Cai, Jun - In: Finance and stochastics 22 (2018) 2, pp. 367-393

Persistent link: https://www.econbiz.de/10011945793

Your money and your life : risk attitudes over gains and losses

Oliver, Adam - In: Journal of risk and uncertainty : JRU 57 (2018) 1, pp. 29-50

Persistent link: https://www.econbiz.de/10012022898

Risk preference elicitation without the confounding effect of probability weighting

Drichoutis, Andreas; Lusk, Jayson - Volkswirtschaftliche Fakultät, … - 2012

In this paper we show that the wildly popular Holt and Laury (2002) risk preference elicitation method confounds estimates of the curvature of the utility function, the traditional notion of risk preference, with an estimate of the extent to which an individual weights probabilities...

Persistent link: https://www.econbiz.de/10011107621