Non-Expected Utility and Risk Management, Christian Gollier; Mark J. Machina

Автор: Fishburn, Peter C.
Название: Foundations of expected utility
ISBN: 9027714207 ISBN-13(EAN): 9789027714206
Издательство: Springer
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Цена: 198450.00 T
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Описание: This book offers a unified treatment of my research in the foundations of expected utility theory from around 1965 to 1980. The numbers for theorems cited within a chapter have no prefix if they appear in that chapter, but otherwise carry a chapter prefix (Theorem 3.2 is Theorem 2 in Chapter 3).

Автор: L. Daboni; Aldo M. Montesano; M. Lines
Название: Recent Developments in the Foundations of Utility and Risk Theory
ISBN: 940108551X ISBN-13(EAN): 9789401085519
Издательство: Springer
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Цена: 223610.00 T
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Описание: For instance Amartya Sen - comparing the two current notions of rationality, internal consistency and self-interest pursuit introduces the concept of reasoning and considers the irrationality which may result from the failure of a positive correspondence between reasoning and choice or from a limited capacity of reasoning.

Автор: G.M. Hagen; Fred Wenst?p
Название: Progress in Utility and Risk Theory
ISBN: 940096353X ISBN-13(EAN): 9789400963535
Издательство: Springer
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Цена: 163000.00 T
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Описание: The observation that utility and risk theory now appears to be in a state of rapid change has prompted us to choose the title PROGRESS IN UTILITY AND RISK THEORY for the book, in the belief that science always moves from poorer to more advanced paradigms or from weaker to more forceful theories.

Автор: Schoemaker, P. J. H.
Название: Experiments on decisions under risk: the expected utility hypothesis
ISBN: 9401750424 ISBN-13(EAN): 9789401750424
Издательство: Springer
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Цена: 74530.00 T
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Описание: In this valuable book, Paul Schoemaker summarizes recent experimental and field research that he and others have undertaken regarding the descrip- tive validity of expected utility theory as a model of choice under uncer- tainty.

Автор: John Quiggin
Название: Generalized Expected Utility Theory
ISBN: 0792393023 ISBN-13(EAN): 9780792393023
Издательство: Springer
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Цена: 158380.00 T
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Описание: Examines the rank-dependent expected utility model (RDEU). This text considers this single model in an attempt to shed light on many of the concerns that have motivated the development of generalized utility models.

Автор: John Quiggin
Название: Generalized Expected Utility Theory
ISBN: 9401049661 ISBN-13(EAN): 9789401049665
Издательство: Springer
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Цена: 139750.00 T
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Описание: Economic analysis of choice under uncertainty has been dominated by the expected utility (EU) model, yet the EU model has never been without critics.

Автор: Simona Roccioletti
Название: Backtesting Value at Risk and Expected Shortfall
ISBN: 3658119071 ISBN-13(EAN): 9783658119072
Издательство: Springer
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Цена: 52240.00 T
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Описание: In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; The main contribution of the work is the application of "Test 1" and "Test 2" developed by Acerbi and Szekely (2014) on different models and for five global market indexes.

Автор: Ilmanen, Antti
Название: Expected returns
ISBN: 1119990726 ISBN-13(EAN): 9781119990727
Издательство: Wiley
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Цена: 53850.00 T
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Описание: This comprehensive reference delivers a toolkit for harvesting market rewards from a wide range of investments. Written by a world-renowned industry expert, the reference discusses how to forecast returns under different parameters.

Автор: Ulrich Schmidt
Название: Axiomatic Utility Theory under Risk
ISBN: 3540643192 ISBN-13(EAN): 9783540643197
Издательство: Springer
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Цена: 97820.00 T
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Описание: The first attempts to develop a utility theory for choice situations under risk were undertaken by Cramer (1728) and Bernoulli (1738). 199-201) proposed that the expected monetary value has to be replaced by the expected utility ("moral expectation") as the relevant criterion for decision making under risk.

Автор: L. Daboni; Aldo M. Montesano; M. Lines
Название: Recent Developments in the Foundations of Utility and Risk Theory
ISBN: 9027722013 ISBN-13(EAN): 9789027722010
Издательство: Springer
Рейтинг:
Цена: 223610.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: For instance Amartya Sen - comparing the two current notions of rationality, internal consistency and self-interest pursuit introduces the concept of reasoning and considers the irrationality which may result from the failure of a positive correspondence between reasoning and choice or from a limited capacity of reasoning.

Автор: Attila Chik?n; J?zsef Kindler; Istv?n Kiss; Doris
Название: Progress In Decision, Utility And Risk Theory
ISBN: 9401053871 ISBN-13(EAN): 9789401053877
Издательство: Springer
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Цена: 186330.00 T
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Описание: In this volume we present some of the papers delivered at FUR-IV - the Fourth International Conference on Founda- tions and Applications of Utility, Risk and Decision Theory in Budapest, June 1988.

Автор: Heinz J. Skala
Название: Non-Archimedean Utility Theory
ISBN: 9027703523 ISBN-13(EAN): 9789027703521
Издательство: Springer
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Цена: 74490.00 T
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Описание: My interest in non-Archimedean utility theory and the problems related to it was aroused by discussions which I have had with Professors Werner Leinfellner and Gunter Menges.