Article : texte imprimé

Understanding the two components of risk attitudes : An experimental analysis

Jianying Qiu, Auteur ; Eva-Maria Steiger, Auteur |

Dans Management science (Vol. 57 N° 1, Janvier 2011)

Cumulative prospect theory introduced the weighting of probabilities as an additional component to capture risk attitudes. However, this addition would be a less significant challenge to expected utility theory (EU) if utility curvature and prob[...]

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