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~person:"Blavatskyy, Pavlo R."
~person:"Haven, Emmanuel E."
~subject:"Wahrscheinlichkeitsrechnung"
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Wahrscheinlichkeitsrechnung
Expected utility
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16
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Blavatskyy, Pavlo R.
Haven, Emmanuel E.
Karni, Edi
16
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5
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4
Rablen, Matthew D.
4
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Vergopoulos, Vassilios
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2
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Economic theory : official journal of the Society for the Advancement of Economic Theory
2
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2
International review of financial analysis
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1
A Probability Weighting Function for Cumulative Prospect Theory and Mean-Gini Approach to Optimal Portfolio Investment
Blavatskyy, Pavlo R.
-
2014
This paper presents a new two-parameter probability weighting function for Tversky and Kahneman (1992) cumulative prospect theory as well as its special cases — Quiggin (1981) rank-dependent utility and Yaari (1987) dual model. The proposed probability weighting function can be inverse...
Persistent link: https://www.econbiz.de/10013060674
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2
A proposal to extend expeced utility in a quantum probabilistic framework
Aerts, Diederik
;
Haven, Emmanuel E.
;
Sozzo, Sandro
- In:
Economic theory : official journal of the Society for …
65
(
2018
)
4
,
pp. 1079-1109
Persistent link: https://www.econbiz.de/10011949437
Saved in:
3
A generalized probability framework to model economic agents' decisions under uncertainty
Haven, Emmanuel E.
;
Sozzo, Sandro
- In:
International review of financial analysis
47
(
2016
),
pp. 297-303
Persistent link: https://www.econbiz.de/10011624198
Saved in:
4
Risk aversion
Blavatskyy, Pavlo R.
-
2008
Persistent link: https://www.econbiz.de/10003773345
Saved in:
5
Loss aversion
Blavatskyy, Pavlo R.
-
2008
Persistent link: https://www.econbiz.de/10003773543
Saved in:
6
Loss aversion
Blavatskyy, Pavlo R.
- In:
Economic theory : official journal of the Society for …
46
(
2011
)
1
,
pp. 127-148
Persistent link: https://www.econbiz.de/10008806375
Saved in:
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