Search Results - subject:"expected utility theory"

Farmers' risk preferences in eleven European farming systems : a multi-country replication of Bocquého et al. (2014)

Rommel, Jens; Sagebiel, Julian; Baaken, Marieke Cornelia; … - 2022

Persistent link: https://www.econbiz.de/10013473911

A critical reinterpretation of Shacklean decision theory

Kwak, Se Ho - 2022

Shackle was one of the representative critics of probability calculus. His alternative decision theory was mathematically reformalized by Katzner till 1990s. Following the Katzner's reformalized framework, this paper presents a new interpretation of Shacklean theory by focusing on the common...

Persistent link: https://www.econbiz.de/10013415895

Using behavioural economics to understand tax compliance

Alm, James; Kasper, Matthias - 2022

Persistent link: https://www.econbiz.de/10013500727

Portfolio choice algorithms, including exact stochastic dominance

Vinod, Hrishikesh D. - In: Journal of financial stability 70 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014490457

Optimal consumption and investment in general affine GARCH models

Escobar, Marcos; Spies, Ben; Zagst, Rudi - In: OR spectrum : quantitative approaches in management 46 (2024) 3, pp. 987-1026

Persistent link: https://www.econbiz.de/10015188641

A puzzle of roulette gambling

Blavatskyy, Pavlo - In: Journal of risk and uncertainty 69 (2024) 2, pp. 219-234

Persistent link: https://www.econbiz.de/10015123319

The power of derivatives in portfolio optimization under affine GARCH models

Escobar, Marcos; Molter, Eric; Zagst, Rudi - In: Decisions in economics and finance : a journal of … 47 (2024) 1, pp. 151-181

Persistent link: https://www.econbiz.de/10015044791

Portfolio insurance strategy in the cryptocurrency market

Ko, Hyungjin; Son, Bumho; Lee, Jaewook - In: Research in international business and finance 67 (2024) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10014451486

Regulation strategy for behavioral integrity of live streamers : from the perspective of the platform based on evolutionary game in China

Fan, Jun; Peng, Lijuan; Chen, Tinggui; Cong, Guodong - In: Electronic markets : EM ; the international journal of … 34 (2024) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10015191298

Cumulative prospect theory version with fuzzy values of outcome estimates

Uzhga-Rebrov, Oleg; Grabusts, Peter - In: Risks 9 (2021) 4, pp. 1-16

choosing a solution is modeling the decision maker's attitude to risk. The expected utility theory was the first approach that … extensions of the original expected utility theory, and the analysis of the main properties of the cumulative prospect theory …

Persistent link: https://www.econbiz.de/10013200740

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