Results 281 to 290 of about 171,696 (334)

A Further Examination of Cumulative Prospect Theory Parameterizations

Journal of Risk and Uncertainty, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Neilson, William, Stowe, Jill
openaire   +2 more sources

GHF-COPRAS Multiple Attribute Decision-Making Method Based on Cumulative Prospect Theory and Its Application to Enterprise Digital Asset Valuation

Axioms
With the rapid development of the economy, data have become a new production factor and strategic asset, enhancing efficiency and energy for technological innovation and industrial upgrading in enterprises.
Pingqin Liu, Junxin Shen
semanticscholar   +1 more source

Fine-Grained Satisfaction Analysis of In-Vehicle Infotainment Systems Using Improved Kano Model and Cumulative Prospect Theory

IEEE transactions on intelligent transportation systems (Print)
In-vehicle infotainment system (IVIS) plays an increasingly important role in vehicle intelligence. New energy vehicles have sufficient power, and their IVIS is developing in the direction of large size and multiple functions.
Dianfeng Zhang, Yanfeng Li, Yanlai Li
semanticscholar   +1 more source

An Efficient Prospect Selection Approach in Cumulative Prospect Theory

2008 4th International Conference on Wireless Communications, Networking and Mobile Computing, 2008
To solve the problems that the optimal prospect is usually selected questionably in conventional methods resulting from uncertainties existing in subjective preference judgments, an approach to select efficient prospects is presented by means of a small quantity of relatively accurate information.
Chun-Hao Li, Yuan-Wei Du, Yong-He Sun
openaire   +1 more source

The cumulative prospect theory and fund flows in emerging markets

Investment Analysts Journal
This study is the first to examine the efficacy of the Cumulative Prospect Theory value of the past return (CPTV) to explain fund flow in emerging markets funds by considering the impact of fund managers’ characteristics and behavioural biases on fund ...
Amit Pandey, A. K. Sharma
semanticscholar   +1 more source

Cumulative Prospect Theory, Aggregation, and Pricing

Critical Finance Review, 2016
Cumulative Prospect Theory (CPT) has been used as a possible explanation of aggregate pricing anomalies like the equity premium puzzle. This paper shows that, unlike in expected utility models, a complete market is not sufficient to guarantee that the market portfolio is efficient and that the standard representative-agent analysis is valid.
openaire   +1 more source

Certainty Equivalent under Cumulative Prospect Theory

International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 2019
We consider the relations between some properties of the certainty equivalent and the form of a utility function under Cumulative Prospect Theory.
openaire   +1 more source

Cumulative Prospect Theory with Skewed Return Distribution

SSRN Electronic Journal, 2014
We investigate a one-period portfolio optimization problem of a cumulative prospect theory (CPT) investor with multiple risky assets and one risk-free asset. The returns of multiple risky assets follow multivariate generalized hyperbolic (GH) skewed t distribution.
Minsuk Kwak, Traian A. Pirvu
openaire   +1 more source

Cumulative Prospect Theory for piecewise continuous distributions

Finance Research Letters, 2017
Abstract We extend the continuous Cumulative Prospect Theory by considering piecewise continuous distributions with a finite number of jump discontinuities. Such distributions are always relevant when outcomes depend on continuously distributed random variables and the dependency is defined by a piecewise continuous function.
Marc Gürtler, Julia Stolpe
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Estimating cumulative prospect theory parameters from an international survey

Theory and Decision, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rieger, Marc Oliver, Wang, Mei, Hens, Thorsten   +2 more
openaire   +3 more sources