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Expected return : expected loss approach to optimal portfolio investment

Blavatskyy, Pavlo - In: Theory and decision : an international journal for … 94 (2023) 1, pp. 63-81

Persistent link: https://www.econbiz.de/10013549126

A measure of ambiguity (Knightian uncertainty)

Blavatskyy, Pavlo - In: Theory and decision : an international journal for … 91 (2021) 2, pp. 153-171

Persistent link: https://www.econbiz.de/10012620958

A second-generation disappointment aversion theory of decision making under risk

Blavatskyy, Pavlo - In: Theory and decision : an international journal for … 84 (2018) 1, pp. 29-60

Persistent link: https://www.econbiz.de/10011939647

A simple non-parametric method for eliciting prospect theory's value function and measuring loss aversion under risk and ambiguity

Blavatskyy, Pavlo - In: Theory and decision : an international journal for … 91 (2021) 3, pp. 403-416

Persistent link: https://www.econbiz.de/10012661492

Who is ambiguity neutral?

Blavatskyy, Pavlo - In: The Geneva risk and insurance review 49 (2024) 2, pp. 181-193

Persistent link: https://www.econbiz.de/10015048863

Stronger utility

Blavatskyy, Pavlo - In: Theory and Decision 76 (2014) 2, pp. 265-286

Empirical research often requires a method how to convert a deterministic economic theory into an econometric model. A popular method is to add a random error term on the utility scale. This method, however, ignores stochastic dominance. A modification of this method is proposed to account for...

Persistent link: https://www.econbiz.de/10010865795