أعرض تسجيلة المادة بشكل مبسط

dc.creator Diecidue, Enrico
dc.creator Schmidt, Ulrich
dc.creator Zank, Horst
dc.date 2008
dc.date.accessioned 2013-10-16T06:23:18Z
dc.date.available 2013-10-16T06:23:18Z
dc.date.issued 2013-10-16
dc.identifier http://hdl.handle.net/10419/4129
dc.identifier ppn:557146348
dc.identifier.uri http://koha.mediu.edu.my:8181/xmlui/handle/10419/4129
dc.description This paper provides preference foundations for parametric weighting functions under rankdependent utility. This is achieved by decomposing the independence axiom of expected utility into separate meaningful properties. These conditions allow us to characterize rank-dependent utility with power and exponential weighting functions. Moreover, by allowing probabilistic risk attitudes to vary within the probability interval, a preference foundation for rank-dependent utility with parametric inverse-S shaped weighting function is obtained.
dc.language eng
dc.publisher Kiel Institute for the World Economy (IfW) Kiel
dc.relation Kiel working paper 1395
dc.rights http://www.econstor.eu/dspace/Nutzungsbedingungen
dc.subject D81
dc.subject ddc:330
dc.subject Comonotonic independence
dc.subject Probability weighting function
dc.subject Preference foundation
dc.subject Rank-dependent utility
dc.subject Entscheidung bei Unsicherheit
dc.subject Prospect Theory
dc.subject Erwartungsnutzen
dc.subject Theorie
dc.title Parametric weighting functions
dc.type doc-type:workingPaper


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أعرض تسجيلة المادة بشكل مبسط