Risk aversion and expected-utility theory: A calibration theorem
In: HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I
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- Boudreaux, Christopher J. & Nikolaev, Boris N. & Klein, Peter, 2019. "Socio-cognitive traits and entrepreneurship: The moderating role of economic institutions," Journal of Business Venturing, Elsevier, vol. 34(1), pages 178-196.
- Guohao Wang & Liying Yu, 2020. "Analysis of Enterprise Sustainable Crowdsourcing Incentive Mechanism Based on Principal-Agent Model," Sustainability, MDPI, vol. 12(8), pages 1-21, April.
- Ante Sterc, 2022. "Limited Consideration in the Investment Fund Choice," CERGE-EI Working Papers wp729, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Kontosakos, Vasileios E. & Hwang, Soosung & Kallinterakis, Vasileios & Pantelous, Athanasios A., 2024. "Long-term dynamic asset allocation under asymmetric risk preferences," European Journal of Operational Research, Elsevier, vol. 312(2), pages 765-782.
- Holden, Stein T., 2018. "The Economics of Fertilizer Subsidies," CLTS Working Papers 9/18, Norwegian University of Life Sciences, Centre for Land Tenure Studies, revised 16 Oct 2019.
- Fehmina Malik & Manjesh K. ~Hanawal & Yezekael Hayel & Jayakrishnan Nair, 2019. "Revenue Sharing in the Internet: A Moral Hazard Approach and a Net-neutrality Perspective," Papers 1908.09580, arXiv.org.
- Schäfers, Sebastian, 2022. "Product Lotteries and Loss Aversion," Working papers 2022/06, Faculty of Business and Economics - University of Basel.
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Keywords
Financial Decision Making; Asset Pricing; Prospect Theory; Utility Theory; Risk Aversion; Static Portfolio Theory; Stochastic Dominance; Dynamic Modeling; Dynamic Portfolio Theory; Tactical Asset Allocation; Kelly Strategy; Capital Growth;All these keywords.
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