Risk preferences of Australian academics: where retirement funds are invested tells the story

DOI10.1007/S11238-015-9511-2zbMath1378.62124OpenAlexW1578904858MaRDI QIDQ266511

Pavlo R. Blavatskyy

Publication date: 13 April 2016

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: http://researchrepository.murdoch.edu.au/id/eprint/28133/

zbMATH Keywords

expected utility theoryloss aversionrank-dependent utilityoptimal portfolio investmentrisk preferencesuperannuation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Betting on own knowledge: Experimental test of overconfidence
• Advances in prospect theory: cumulative representation of uncertainty
• Error propagation in the elicitation of utility and probability weighting functions
• Parameter-Free Elicitation of Utility and Probability Weighting Functions
• Back to the St. Petersburg Paradox?
• Prospect Theory: An Analysis of Decision under Risk
• Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
• The Probability Weighting Function
• The Dual Theory of Choice under Risk
• Myopic Loss Aversion and the Equity Premium Puzzle
• Exposition of a New Theory on the Measurement of Risk

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