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Axiomatization of a preference for most probable winner

Blavatskyy, Pavlo R. - 2004

Persistent link: https://www.econbiz.de/10002405340

Axiomatization of a preference for most probable winner

Blavatskyy, Pavlo R. - 2005

Persistent link: https://www.econbiz.de/10002746105

A stochastic expected utility theory

Blavatskyy, Pavlo R. - 2005

Persistent link: https://www.econbiz.de/10002746107

Preference reversals and probabilistic decisions

Blavatskyy, Pavlo R. - In: Journal of risk and uncertainty : JRU 39 (2009) 3, pp. 237-250

Persistent link: https://www.econbiz.de/10003934152

Two examples of ambiguity aversion

Blavatskyy, Pavlo R. - In: Economics letters 118 (2013) 1, pp. 206-208

Persistent link: https://www.econbiz.de/10009706816

Preference reversals and probabilistic choice

Blavatskyy, Pavlo R. - 2008

Persistent link: https://www.econbiz.de/10003804179

Axiomatization of preference for most probable winner

Blavatskyy, Pavlo R. - In: Theory and decision : an international journal for … 60 (2006) 1, pp. 17-33

Persistent link: https://www.econbiz.de/10003308981

Stochastic expected utility theory

Blavatskyy, Pavlo R. - In: Journal of risk and uncertainty : JRU 34 (2007) 3, pp. 259-286

Persistent link: https://www.econbiz.de/10003494659

Probabilistic subjective expected utility

Blavatskyy, Pavlo R. - In: Journal of mathematical economics 48 (2012) 1, pp. 47-50

Persistent link: https://www.econbiz.de/10009583221

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