Similar Search Results

Insurance premium-based shortfall risk measure induced by cumulative prospect theory

Zhang, Sainan; Xu, Huifu - In: Computational management science 19 (2022) 4, pp. 703-738

Persistent link: https://www.econbiz.de/10013447511

Risk Information and Retirement Investment Choices Under Prospect Theory

Bateman, Hazel - 2013

We assess alternative presentations of investment risk using a discrete choice experiment which asked subjects to rank … three investment portfolios for retirement savings across nine risk presentation formats and four underlying risk levels …. Using Prospective Theory utility specifications we estimate individual-specific parameters for risk preferences in gains and …

Persistent link: https://www.econbiz.de/10013085770

Measuring loss aversion under ambiguity : a method to make prospect theory completely observable

Abdellaoui, Mohammed; Bleichrodt, Han; L'Haridon, Olivier; … - In: Journal of risk and uncertainty : JRU 52 (2016) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10011669498

Risk information and retirement investment choice mistakes under prospect theory

Bateman, Hazel; Stevens, Ralph; Lai, Andy - In: The journal of behavioral finance : a publication of … 16 (2015) 4, pp. 279-296

Persistent link: https://www.econbiz.de/10011566132

Alternative utility functions : review, analysis and comparison

Harel, Arie; Francis, Jack Clark; Harpaz, Giora - In: Review of quantitative finance and accounting 51 (2018) 3, pp. 785-811

Persistent link: https://www.econbiz.de/10012038397

Mutual optimism and risk preferences in litigation

Hylton, Keith N. - In: International review of law and economics 75 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014461597

Investors Facing Risk : Prospect Theory and Non-Expected Utility in Portfolio Selection

Rengifo, Erick W. - 2013

with individual VaR delivers an optimal wealth assignment between risky and risk-free assets …

Persistent link: https://www.econbiz.de/10013075905

Too risk-averse for prospect theory?

Rieger, Marc Oliver; Bui, Thuy - In: Modern economy 2 (2011) 4, pp. 691-700

Persistent link: https://www.econbiz.de/10009620648

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

Probability weighting and L-moments

Blavatskyy, Pavlo - In: European journal of operational research : EJOR 255 (2016) 1, pp. 103-109

Persistent link: https://www.econbiz.de/10011530838