Results 291 to 300 of about 171,696 (334)

Optimal execution with price impact under Cumulative Prospect Theory

Physica A: Statistical Mechanics and its Applications, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhao, Jingdong, Zhu, Hongliang, Li, Xindan   +2 more
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Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution

SIAM Journal on Financial Mathematics, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kwak, Minsuk, Pirvu, Traian A.
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Cumulative prospect theory and imprecise risk

Mathematical Social Sciences, 2000
The compatibility of the Cumulative Prospect Theory (CPT), and the Expected Utility under Imprecise Risk theory (EUIR) is studied. The decision maker is supposed to agree with the expected utility theory under risk, making use of EUIR criterion under imprecise risk, and adopting CPT in an ambiguous, non-objectively probabilized situations.
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Cumulative Prospect Theory and the Representative Investor

SSRN Electronic Journal, 2011
Cumulative Prospect Theory has been proposed as an alternative to expected utility theory to explain irregular behavior by economic agents. In particular in Finance it has used to clarify anomalies like the equity premium puzzle. There are certainly hopes and hints that CPT can explain the anomalies, but less attention has been paid to more basic ...
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Cumulative prospect theory on countable state space

Proceedings Joint 9th IFSA World Congress and 20th NAFIPS International Conference (Cat. No. 01TH8569), 2002
The cumulative prospect theory (CPT) holds if the preference on the set of prospects is represented by the difference of two Choquet integrals. The CPT with countable state space and finite support of a prospect is considered. It is shown that the functional with the comonotonic additivity and comonotonic monotonicity, which is a weaker condition than ...
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Spherical fuzzy TODIM method for MAGDM integrating cumulative prospect theory and CRITIC method and its application to commercial insurance selection

Artificial Intelligence Review, 2023
Huiyuan Zhang, Hongjun Wang, G. Wei
semanticscholar   +1 more source

Complementary symmetry in Cumulative Prospect Theory with random reference

Journal of Mathematical Psychology, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Novel Gained and Lost Dominance Score Method Based on Cumulative Prospect Theory for Group Decision-Making Problems in Probabilistic Hesitant Fuzzy Environment

International Journal of Fuzzy Systems, 2023
Ningna Liao, Q. Cai, Harish Garg, G. Wei, Xinrui Xu   +4 more
semanticscholar   +1 more source

A Modified EDAS Method Based on Cumulative Prospect Theory for MAGDM with 2-Tuple Linguistic Pythagorean Fuzzy Information

International Journal of Fuzzy Systems, 2023
Yangjingyu Zhang, Q. Cai, G. Wei, Hongjun Wang, Cun Wei   +4 more
semanticscholar   +1 more source

Sustainable battery supplier selection of battery swapping station using an interval type-2 fuzzy method based on the cumulative prospect theory

Journal of Cleaner Production
Naijie Chai, Ziyu Chen, Wenliang Zhou, Gabriel Lodewijks   +3 more
semanticscholar   +1 more source