Linear cumulative prospect theory with applications to portfolio selection and insurance demand

DOI10.1007/s10203-007-0066-8zbMath1218.91038OpenAlexW2145905438WikidataQ58318744 ScholiaQ58318744MaRDI QIDQ2644367

Ulrich Schmidt, Horst Zank

Publication date: 31 August 2007

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-007-0066-8

Mathematics Subject Classification ID

Related Items (6)

Risk preferences and development revisited ⋮ Static portfolio choice under cumulative prospect theory ⋮ Characterizations of risk aversion in cumulative prospect theory ⋮ Pricing insurance contracts under cumulative prospect theory ⋮ Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks ⋮ On probabilities and loss aversion

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• Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
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