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Measuring the utility of losses by mans of the tradeoff method

Fennema, Hein; Assen, Marcel van - In: Journal of risk and uncertainty : JRU 17 (1998) 3, pp. 277-295

Persistent link: https://www.econbiz.de/10001391076

State (wealth)-dependent discounting of future resources

Bishop, Thomas - In: International journal of decision sciences, risk and … 6 (2015) 2, pp. 128-168

Persistent link: https://www.econbiz.de/10011549572

When expectations become aspirations : reference-dependent preferences and liquidity constraints

Kramer, Berber - In: Economic theory : official journal of the Society for … 61 (2016) 4, pp. 685-721

Persistent link: https://www.econbiz.de/10011479716

Optimistic about the future? : how uncertainty and expectations about future consumption prospects affect optimal consumer behavior

Kakeu, Johnson; Byron, Sharri - In: The B.E. journal of macroeconomics 16 (2016) 1, pp. 171-192

Persistent link: https://www.econbiz.de/10011508934

Stock market expectations and risk aversion of individual investors

Lee, Boram; Rosenthal, Leonard; Veld, Chris H.; Veld- … - In: International review of financial analysis 40 (2015), pp. 122-131

Persistent link: https://www.econbiz.de/10011475682

Ambiguity framed

Schneider, Mark; Leland, Jonathan W.; Wilcox, Nathaniel T. - In: Journal of risk and uncertainty : JRU 57 (2018) 2, pp. 133-151

Persistent link: https://www.econbiz.de/10012022907

Subjective beliefs and confidence when facts are forgotten

Kopylov, Igor; Miller, Joshua - In: Journal of risk and uncertainty : JRU 57 (2018) 3, pp. 281-299

Persistent link: https://www.econbiz.de/10012023082

Estimating ambiguity aversion in a portfolio choice experiment

Ahn, David S.; Choi, Syngjoo; Gale, Douglas; Kariv, Shachar - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 195-223

We report a portfolio-choice experiment that enables us to estimate parametric models of ambiguity aversion at the level of the individual subject. The assets are Arrow securities that correspond to three states of nature, where one state is risky with known probability and two states are...

Persistent link: https://www.econbiz.de/10011757224

Disentangling intertemporal substitution and risk aversion under the expected utility theorem

Oscar Lau, C. - In: The B.E. journal of theoretical economics 19 (2019) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10012026835

Ambiguity in the cross-section of expected returns : an empirical assessment

Thimme, Julian; Völkert, Clemens - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 418-429

Persistent link: https://www.econbiz.de/10011390409

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