Results 41 to 50 of about 13,911 (146)
Customer satisfaction evaluation for drugs: A research based on online reviews and PROMETHEE-â…ˇ method. [PDF]
PLoS One, 2023 Zhao X, Gao L, Huang Z.
europepmc +1 more source
Predicting human decisions with behavioral theories and machine learning
, 2019 Behavioral decision theories aim to explain human behavior. Can they help predict it? An open tournament for prediction of human choices in fundamental economic decision tasks is presented.
Apel, Reut +11 more
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Optimal choice and beliefs with ex ante savoring and ex post disappointment [PDF]
, 2006 We propose a new decision criterion under risk in which people extract both utility from anticipatory feelings ex ante and disutility from disappointment ex post. The decision maker chooses his degree of optimism, given that more optimism raises both the
Gollier, Christian, Muermann, Alexander
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The Comparative Statics on Asset Prices Based on Bull and Bear Market Measure [PDF]
For single-period complete financial asset markets with representative investors, we introduce a bull market measure for uncertain state occurrence and its associated ordering between representative investors in markets based on their marginal rate of ...
Masamitsu Ohnishi, Yusuke Osaki
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Apportioning of Risks via Stochastic Dominance [PDF]
Consider a simple two-state risk with equal probabilities for the two states. In particular, assume that the random wealth variable Xi dominates Yi via ith-order stochastic dominance for i = M,N.
Harris Schlesinger +2 more
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, 2019 Stochastic dominance provides an effective tool to characterize individuals’ risk attitudes in decision making under risk by comparing risky prospects. The emergence of the cumulative prospect theory (CPT), developed by Kahneman and Tversky (1979) and Tversky and Kahneman (1992), provides a prominent alternative to the expected utility theory.
Yang, Qiulin, Busby, Jerry
openaire +1 more source
Mean-Variance Portfolio Selection with Reference Dependent Preferences [PDF]
We study S-shaped utility maximization for the standard portfolio selection problem with one risky and one risk-free asset. We derive a mean-variance criterium of choice, which preserves reference dependence and the reflection effect.
Sergiy Gerasymchuk
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Exceeding Expectations: Stochastic Dominance as a General Decision Theory [PDF]
The principle that rational agents should maximize expected utility or choiceworthiness is intuitively plausible in many ordinary cases of decision-making under uncertainty.
Tarsney, Christian
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Dual representation of choice and aspirational preferences [PDF]
We consider choice over a set of monetary acts (random variables) and study a general class of preferences. These preferences favor diversification, except perhaps on a subset of sufficiently disliked acts, over which concentration is instead preferred ...
David B. Brown +2 more
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Security and Potential Level Preferences with Thresholds [PDF]
The security level models of Gilboa (1988) and of Jaffray (1988) as well as the security and potential level model of Cohen (1992) and Essid (1997) successfully accommodate classical Allais paradoxes while they offer an interesting explanation for their ...
Alexander Zimper, Ulrich Schmidt
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