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Representation Theory for Risk on Markowitz-Tversky-Kahneman Topology · Study

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PreprintRepresentation Theory for Risk on Markowitz-Tversky-Kahneman Topology

G. Charles-Cadogan2012

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Preprintgreen2012

Representation Theory for Risk on Markowitz-Tversky-Kahneman Topology

G. Charles-Cadogan

2 citations·0/0 files stored·SSRN Electronic Journal

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Decision-Making and Behavioral Economics Probability and Statistical Research Risk and Portfolio Optimization

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References

1979Prospect Theory: An Analysis of Decision under Risk 1992Advances in prospect theory: Cumulative representation of uncertainty 1964Risk Aversion in the Small and in the Large 1989Maxmin expected utility with non-unique prior 1948The Utility Analysis of Choices Involving Risk 2003Stochastic Differential Equations 1987The Dual Theory of Choice under Risk 1998The Probability Weighting Function

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Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations2

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.2139/ssrn.2081376

openalex_workW1859950205

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