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  • Search: subject:"value functions"
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Year of publication
Subject
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SIE value functions 4 value functions 4 Prospect theory 3 ambiguity aversion 3 modeling of preferences 3 probability weighting 3 prospect theory 3 risk attitudes 3 Anomalies of the discounted utility model 2 Asymptotic MSE 2 Bagging 2 Constraints on predictive regression function 2 Economic value functions 2 Envelope theorems 2 Equity premium 2 Hyperbolic discounting 2 Out-of-sample forecasting 2 alpha-subadditivity 2 gamma-delay 2 names and history 2 Anomalies of the DU model 1 Anomalies of the exponentially discounted utility model 1 Decision under risk 1 Decision under uncertainty 1 Entscheidung unter Risiko 1 Entscheidung unter Unsicherheit 1 Erwartungsnutzen 1 Expected utility 1 Expected value functions 1 Experiment 1 Extreme points 1 Generalized hyperbolic discounting 1 HARA utility functions 1 Intertemporal choice 1 Meinung 1 Opinion 1 Probability theory 1 Prospect Theory 1 Präferenztheorie 1 Risikoaversion 1
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Online availability
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Free 12
Type of publication
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Book / Working Paper 11 Article 1
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 7 Undetermined 5
Author
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Dhami, Sanjit 4 al-Nowaihi, Ali 4 Cingl, Lubomír 3 Martinsson, Peter 3 Stojic, Hrvoje 3 Vieider, Ferdinand M. 3 Hillebrand, Eric 2 Lee, Tae-Hwy 2 Löfgren, Karl-Gustaf 2 Kryeziu, Alban 1 Medeiros, Marcelo 1 Medeiros, Marcelo C. 1 Romeijnders, Ward 1 Ursavas, Evrim 1
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Institution
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Department of Economics, Leicester University 4 Institutionen för Nationalekonomi, Umeå Universitet 2 Department of Economics, University of California-Riverside 1 Nachwuchsgruppe "Risiko und Entwicklung", Wissenschaftszentrum Berlin für Sozialforschung (WZB) 1 School of Economics and Management, University of Aarhus 1
Published in...
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Discussion Papers in Economics 4 Umeå Economic Studies 2 CREATES Research Papers 1 Discussion Papers, WZB Junior Research Group Risk and Development 1 Discussion paper / Social Science Research Center Berlin (WZB), Research Area Märkte und Entscheidung, WZB Junior Research Group Risk and Development 1 Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research 1 WZB Discussion Paper 1 Working Papers / Department of Economics, University of California-Riverside 1
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Source
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RePEc 9 ECONIS (ZBW) 2 EconStor 1
Showing 1 - 10 of 12
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Vitali variation error bounds for expected value functions
Kryeziu, Alban; Romeijnders, Ward; Ursavas, Evrim - In: Operations research letters : a journal of INFORMS … 56 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10015338798
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Bagging Constrained Equity Premium Predictors
Lee, Tae-Hwy; Hillebrand, Eric; Medeiros, Marcelo - Department of Economics, University of California-Riverside - 2014
The literature on excess return prediction has considered a wide array of estimation schemes, among them unrestricted and restricted regression coefficients. We consider bootstrap aggregation (bagging) to smooth parameter restrictions. Two types of restrictions are considered: positivity of the...
Persistent link: https://www.econbiz.de/10011134223
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A Brief History of Envelope Theorems in Economics: Static and Dynamic
Löfgren, Karl-Gustaf - Institutionen för Nationalekonomi, Umeå Universitet - 2014
. The existing literature is full of them and the reason is that most families of optimal value functions can produce them …
Persistent link: https://www.econbiz.de/10010887094
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Separating attitudes towards money from attitudes towards probabilities: Stake effects and ambiguity as a test for prospect theory
Vieider, Ferdinand M.; Cingl, Lubomír; Martinsson, Peter; … - Nachwuchsgruppe "Risiko und Entwicklung", … - 2013
Prospect theory (PT) is the dominant descriptive theory of decision making under risk today. For the modeling of choices, PT relies on a psychologically founded separation of risk attitudes into attitudes towards outcomes, captured in a value function; and attitudes towards probabilities,...
Persistent link: https://www.econbiz.de/10010982048
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Separating attitudes towards money from attitudes towards probabilities: Stake effects and ambiguity as a test for prospect theory
Vieider, Ferdinand M.; Cingl, Lubomír; Martinsson, Peter; … - 2013
Prospect theory (PT) is the dominant descriptive theory of decision making under risk today. For the modeling of choices, PT relies on a psychologically founded separation of risk attitudes into attitudes towards outcomes, captured in a value function; and attitudes towards probabilities,...
Persistent link: https://www.econbiz.de/10010322514
Saved in:
Cover Image
Separating attitudes towards money from attitudes towards probabilities : stake effects and ambiguity as a test for prospect theory
Vieider, Ferdinand M.; Cingl, Lubomír; Martinsson, Peter; … - 2013
Prospect theory (PT) is the dominant descriptive theory of decision making under risk today. For the modeling of choices, PT relies on a psychologically founded separation of risk attitudes into attitudes towards outcomes, captured in a value function; and attitudes towards probabilities,...
Persistent link: https://www.econbiz.de/10009792472
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Let's Do It Again: Bagging Equity Premium Predictors
Hillebrand, Eric; Lee, Tae-Hwy; Medeiros, Marcelo C. - School of Economics and Management, University of Aarhus - 2012
The literature on excess return prediction has considered a wide array of estimation schemes, among them unrestricted and restricted regression coefficients. We consider bootstrap aggregation (bagging) to smooth parameter restrictions. Two types of restrictions are considered: positivity of the...
Persistent link: https://www.econbiz.de/10010851210
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On Envelope Theorems in Economics: Inspired by a Revival of a Forgotten Lecture
Löfgren, Karl-Gustaf - Institutionen för Nationalekonomi, Umeå Universitet - 2011
. The existing literature is full of them and the reason is that all families of optimal value functions can produce them …
Persistent link: https://www.econbiz.de/10009294752
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A general theory of time discounting: The reference-time theory of intertemporal choice
Dhami, Sanjit; al-Nowaihi, Ali - Department of Economics, Leicester University - 2008
increasing elasticity value functions (SIE) that is tractible and consistent with LP�s explanation of the magnitude e …: Anomalies of the discounted utility model, Hyperbolic discounting, Prospect theory, -delay, -subadditivity, SIE value … functions. JEL Classi�cation Codes: C60(General: Mathematical methods and program- ming); D91(Intertemporal consumer choice …
Persistent link: https://www.econbiz.de/10005422725
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A value function that explains the magnitude and sign effects
Dhami, Sanjit; al-Nowaihi, Ali - Department of Economics, Leicester University - 2008
: Anomalies of the exponentially discounted utility model, the magnitude e�ect, the sign e�ect, SIE value functions. JEL Classi … value functions (3.1), v (x) is con- stant. For members of the HARA (3.2), CARA (3.3), logarithmic (3.4) and quadratic (3 … v dv dx = h(x). (4.2) This method only yields candidate value functions, which then have to be veri�ed. For example …
Persistent link: https://www.econbiz.de/10005385056
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