Probability weighting and L-moments
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Publication:323492
DOI10.1016/j.ejor.2016.05.007zbMath1346.62155MaRDI 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 risk; cumulative prospect theory; probability weighting function; mean-Gini approach; theory of L-moments
62P20: Applications of statistics to economics
91B16: Utility theory
91B82: Statistical methods; economic indices and measures
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