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Prospect Theory and Utility Theory : Temporary Versus Permanent Attitude towards Risk

Levy, Haim - 2013

Prospect Theory (PT), which relies on subjects' behavior as observed in laboratory experiments, contradicts the behavior predicted by the Expected Utility (EU) paradigm. Having wealth of $100,000 or having wealth of $90,000 and wining $10,000 in a lottery is the same by EU paradigm but not the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013088902

Prospect theory and utility theory : temporary versus permanent attitude toward risk

Levy, Haim; Wiener, Zvi - In: Journal of economics & business 68 (2013), pp. 1-23

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009773810

Risk-aversion : mathematical and economic perspectives

Levy, Haim - In: Annals of financial economics 17 (2022) 2, pp. 1-23

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013262965

The CAPM is alive and well : a review and synthesis

Levy, Haim - In: European financial management : the journal of the … 16 (2010) 1, pp. 43-71

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003926690

Testing for risk aversion: a stochastic dominance approach

Levy, Moshe; Levy, Haim - In: Economics letters 71 (2001) 2, pp. 233-240

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001569112

Arrow-Pratt risk aversion, risk premium and decision weights

Levy, Haim; Levy, Moshe - In: Journal of risk and uncertainty : JRU 25 (2002) 3, pp. 265-290

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001742848

Risk Aversion : Mathematical and Economic Perspectives

Levy, Haim - 2023

A necessary condition for a dominance of prospect F over prospect G by all commonly employed investment criteria is E_F (x)≥E_G (x). Because of this requirement, optimal investment rules fail to distinguish between two alternative prospects where in practice one prospect is preferred over the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014354728

The safety first expected utility model : experimental evidence and economic implications

Levy, Haim; Levy, Moshe - In: Journal of banking & finance 33 (2009) 8, pp. 1494-1506

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003855555

Nonlinear mean reversion in stock prices

Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim - In: Journal of banking & finance 32 (2008) 5, pp. 767-782

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003702750

Risk aversion and skewness preferences

Post, Thierry; Vliet, Willem Nicolaas van; Levy, Haim - In: Journal of banking & finance 32 (2008) 7, pp. 1178-1187

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003749158