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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

Expected utility with uncertain probabilities theory

Izhakian, Yehuda - In: Journal of mathematical economics 69 (2017), pp. 91-103

Persistent link: https://www.econbiz.de/10011825902

Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory

Mao, Tiantian; Wang, Ruodu - In: Journal of mathematical economics 103 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014230385

The impact of middle outcomes on lottery valuations

Kontek, Krzysztof; Birnbaum, Michael H. - In: Journal of behavioral and experimental economics 78 (2019), pp. 30-44

Persistent link: https://www.econbiz.de/10012240245

Estimation and comparison between rank-dependent expected utility, cumulative prospect theory and quantum decision theory

Ferro, Giuseppe; Kovalenko, Tatyana; Sornette, Didier - 2021

We propose a new parametrization of Quantum Decision Theory (QDT), based on Rank Dependent Utility Theory (RDU). Using experimental data made of choices between pairs of lotteries, we compare QDT with "classical" decision theories, RDU and Cumulative Prospect Theory (CPT). At the aggregate...

Persistent link: https://www.econbiz.de/10012612940

Tail risks, firm characteristics, and stock returns

Wang, Chen; Xiong, Xiong; Shen, Dehua - In: Pacific-Basin finance journal 75 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013552558