Search Results - subject:"rank-dependent expected utility theory"

Coherent diversification measures in portfolio theory : an axiomatic foundation

Koumou, Gilles Boevi; Dionne, Georges - In: Risks : open access journal 10 (2022) 11, pp. 1-19

these axioms coherent correlation diversification measures. We study the compatibility of our axioms with rank-dependent … expected utility theory. We also test them against the two most frequently used methods for measuring correlation …

Persistent link: https://www.econbiz.de/10014225949

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

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

To bet or not to bet? Decision-making under risk in non-human primates

Pelé, M.; Broihanne, M.; Thierry, B.; Call, J.; Dufour, V. - In: Journal of Risk and Uncertainty 49 (2014) 2, pp. 141-166

<Para ID="Par1">Animals deal with predictable and unpredictable events on a daily basis. Yet our knowledge of the cognitive processes involved in decisions remains limited. We tested capuchins, macaques and orang-utans in a food-gambling task to investigate whether or not individuals estimate the chances of...</para>

Persistent link: https://www.econbiz.de/10011154681

To bet or not to bet? : decision-making under risk in non-human primates

Pelé, M.; Broihanne, M. H.; Thierry, B.; Call, Josep; … - In: Journal of risk and uncertainty : JRU 49 (2014) 2, pp. 141-166

Persistent link: https://www.econbiz.de/10010489695

Mixture Models of Choice Under Risk

Conte, Anna; Hey, John D; Moffatt, Peter G - Department of Economics and Related Studies, University … - 2007

This paper is concerned with estimating preference functionals for choice under risk from the choice behaviour of individuals. We start from the observation that there is heterogeneity in behaviour between individuals and within individuals. By ‘heterogeneity between individuals’ we mean...

Persistent link: https://www.econbiz.de/10005328508