Optimal allocations with α-maxmin utilities, Choquet expected utilities, and prospect theory
Year of publication: |
2023
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Authors: | Beißner, Patrick ; Werner, Jan |
Published in: |
Theoretical economics : TE ; an open access journal in economic theory. - Toronto : [Verlag nicht ermittelbar], ISSN 1555-7561, ZDB-ID 2220447-7. - Vol. 18.2023, 3, p. 993-1022
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Subject: | ambiguity | Choquet expected utility | cumulative prospect theory | Pareto optimality | Quasidifferential calculus | rank-dependent expected utility | α-MaxMin expected utility | Erwartungsnutzen | Expected utility | Prospect Theory | Prospect theory | Nutzen | Utility | Entscheidung unter Unsicherheit | Decision under uncertainty | Erwartungsbildung | Expectation formation |
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