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Cautious expected utility and the certainty effect
Cerreia-Vioglio, Simone; Dillenberger, David; Ortoleva, … - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 2, pp. 693-728
Persistent link: https://www.econbiz.de/10011350625
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Risk pricing in a non-expected utility framework
Geiger, Gebhard - In: European journal of operational research : EJOR 246 (2015) 3, pp. 944-948
Persistent link: https://www.econbiz.de/10011344373
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Determination and estimation of risk aversion coefficients
Bodnar, Taras; Okhrin, Yarema; Vitlinskyy, Valdemar; … - In: Computational Management Science : CMS 15 (2018) 2, pp. 297-317
Persistent link: https://www.econbiz.de/10011876592
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A dual theory approach to estimating risk preferences in the parimutuel betting market
Suhonen, Niko; Saastamoinen, Jani; Lindén, Mikael - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 1335-1351
Persistent link: https://www.econbiz.de/10011949530
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Risk and rationality: the relative importance of probability weighting and choice set dependence
Bruhin, Adrian; Manai, Maha; Santos-Pinto, Luís - 2018
Persistent link: https://www.econbiz.de/10011919043
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An explicit representation for disappointment aversion and other betweenness preferences
Cerreia-Vioglio, Simone; Dillenberger, David; Ortoleva, … - 2018
Persistent link: https://www.econbiz.de/10012000975
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Stochastic impatience and the separation of time and risk preferences
Dillenberger, David; Gottlieb, Daniel; Ortoleva, Pietro - 2018 - This version: September 8, 2018
Persistent link: https://www.econbiz.de/10012000986
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Optimal portfolio under state-dependent expected utility
Bernard, Carole; Vanduffel, Steven; Ye, Jiang - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10011889433
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Loss modification incentives for insurers under expected utility and loss aversion
Soetevent, Adriaan R.; Zhou, Liting - In: De economist : Netherlands economic review ; quarterly … 164 (2016) 1, pp. 41-67
Persistent link: https://www.econbiz.de/10011718533
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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