Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Vitalie Spinu"'
Publikováno v:
Management Science, 66(1), 93-112. INFORMS Institute for Operations Research and the Management Sciences
Although reference dependence plays a central role in explaining behavior, little is known about the way that reference points are selected. This paper identifies empirically which reference point people use in decision under risk. We assume a compre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::562b3b9c8accda508a7c3d34a0e0b33e
https://pure.eur.nl/en/publications/9501b15f-fb48-4637-804d-4ac35ffaca04
https://pure.eur.nl/en/publications/9501b15f-fb48-4637-804d-4ac35ffaca04
Publikováno v:
Operations Research, 63(6), 1420-1430. INFORMS Institute for Operations Research and the Management Sciences
We introduce a new type of preference condition for intertemporal choice, which requires present values to be independent of various other variables. The new conditions are more concise and more transparent than traditional ones. They are directly re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::04a101ccab015bec2f00f8f8dfa8d20b
https://doi.org/10.1287/opre.2015.1433
https://doi.org/10.1287/opre.2015.1433
Publikováno v:
Operations Research, 62(1), 207-218. INFORMS Institute for Operations Research and the Management Sciences
This paper provides necessary and sufficient preference conditions for average utility maximization over sequences of variable length. We obtain full generality by using a new algebraic technique that exploits the richness structure naturally provide
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::de4aec600284be7f7d3e859aed68459d
https://doi.org/10.1287/opre.2013.1230
https://doi.org/10.1287/opre.2013.1230
Publikováno v:
Journal of Risk and Uncertainty, 48(1), 1-17. Springer Netherlands
Prospect theory is the most popular theory for predicting decisions under risk. This paper investigates its predictive power for decisions under ambiguity, using its specification through the source method. We find that it outperforms its most popula
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e6674879a7f03ee625d71f8defc64544
https://doi.org/10.1007/s11166-014-9185-0
https://doi.org/10.1007/s11166-014-9185-0
Autor:
Lucy D'Agostino McGowan, Claus O. Wilke, Evan Miller, Kara H. Woo, Kirill Müller, Stephan Milton Bache, Romain François, Winston Chang, Vitalie Spinu, Lionel Henry, Thomas Lin Pedersen, David Robinson, Dana P. Seidel, Mara Averick, Alex Hayes, Davis Vaughan, Hiroaki Yutani, Kohske Takahashi, Max Kuhn, Jennifer Bryan, Jeroen Ooms, Hadley Wickham, Garrett Grolemund, Jim Hester
Publikováno v:
Journal of Open Source Software. 4:1686
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e9cfece9f76aabb3093db315d5bee25a
https://doi.org/10.21105/joss.01686
https://doi.org/10.21105/joss.01686
Publikováno v:
Journal of Risk and Uncertainty, 42(3), 195-210. Springer Netherlands
Preference foundations give necessary and sufficient conditions for a decision model, stated directly in terms of the empirical primitive: the preference relation. For the most popular descriptive model for decision making under risk and uncertainty
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::44c57f6e85c98b23f6188d4b8e6a785c
https://doi.org/10.1007/s11166-011-9118-0
https://doi.org/10.1007/s11166-011-9118-0
Publikováno v:
Journal of Multi-Criteria Decision Analysis. 17:101-113
Proper scoring rules serve to measure subjective degrees of belief. Traditional proper scoring rules are based on the assumption of expected value maximization. There are, however, many deviations from expected value, primarily due to risk aversion.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1705e721be49749871007d3cd4d54972
https://doi.org/10.1002/mcda.454
https://doi.org/10.1002/mcda.454
Autor:
Peter P. Wakker, Vitalie Spinu
Publikováno v:
Journal of Mathematical Economics. 49:28-30
This paper presents preference axiomatizations of expected utility for nonsimple lotteries while avoiding continuity constraints. We use results by Fishburn (1975) , Wakker (1993) , and Kopylov (2010) to generalize results by Delbaen et al. (2011) .
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a4def0c05d4e565b5dd661f78bb408c4
https://doi.org/10.1016/j.jmateco.2012.09.005
https://doi.org/10.1016/j.jmateco.2012.09.005