Probability weighting and L-moments
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Publication:323492
DOI10.1016/j.ejor.2016.05.007zbMath1346.62155OpenAlexW2408941463MaRDI QIDQ323492
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2016.05.007
decision under riskcumulative prospect theoryprobability weighting functionmean-Gini approachtheory of L-moments
Applications of statistics to economics (62P20) Utility theory (91B16) Statistical methods; economic indices and measures (91B82)
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Cites Work
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