Local Utility and Multivariate Risk Aversion,
Arthur Charpentier, Alfred Galichon and Marc Henry,
from CIRANO
(2012)
Keywords: local utility, multivariate risk aversion, multivariate rank dependent utility, pessimism, multivariate Bickel-Lehmann dispersion,
In Dubio Pro Reo. Behavioral explanations of pro-defendant bias in procedures,
Antonio Nicita and Matteo Rizzolli,
from Department of Economics, University of Siena
(2012)
Keywords: wrongful convictions, Type I errors, wrongful acquittals, Type II errors, evidence, optimal under-deterrence, behavioral economics, risk aversion, loss aversion, prospect theory, prelec function
How do people cope with an ambiguous situation when it becomes even more ambiguous?,
Jürgen Eichberger, Jörg Oechssler and Wendelin Schnedler,
from University of Heidelberg, Department of Economics
(2012)
Keywords: ambiguity aversion; uncertainty; minmax-expected utility
Choice by sequential procedures,
Jose Apesteguia and Miguel Ballester,
from Department of Economics and Business, Universitat Pompeu Fabra
(2012)
Keywords: Individual rationality, Bounded rationality, Behavioral economics.
The value of useless information,
Larbi Alaoui,
from Department of Economics and Business, Universitat Pompeu Fabra
(2012)
Keywords: Value of information, uncertainty, recursive utility, doubt, unobserved outcomes, unresolved lotteries
Approximate knowledge of rationality and correlated equilibria,
Fabrizio Germano and Peio Zuazo-Garin,
from Department of Economics and Business, Universitat Pompeu Fabra
(2012)
Keywords: Approximate common knowledge, bounded rationality, p-rational belief system, correlated equilibrium, incomplete information, non-cooperative game.
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China,
Zhidong Bai, Hua Li, Michael McAleer and Wing-Keung Wong,
from Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
(2012)
Keywords: Stochastic dominance, risk aversion, risk seeking, test statistic, hypothesis testing.
Ambiguity in the small and in the large,
Paolo Ghirardato and Marciano Siniscalchi,
from Collegio Carlo Alberto
(2012)
Keywords: Ambiguity, Optimization, Robustness, Derivative.
Variation in risk seeking behavior in a natural experiment on large losses induced by a natural disaster,
Lionel Page, David Savage and Benno Torgler,
from Center for Research in Economics, Management and the Arts (CREMA)
(2012)
Keywords: Decision under risk; large losses; natural experiment
Modeling the horizon-dependent risk premium in the forex market: evidence from survey data,
Georges Prat and Remzi Uctum,
from University of Paris Nanterre, EconomiX
(2012)
Keywords: risk premium; foreign exchange market; international asset pricing model; survey data