Sökning: "expected utility model"

Visar resultat 11 - 15 av 63 avhandlingar innehållade orden expected utility model.

  1. 11. Preference cloud theory : modelling imprecise preferences and a new theory for decision under risk

    Författare :Oben Bayrak; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This study presents Preference Cloud Theory, a two-step model of decision making under risk. It also includes an experimental study on valuation gap which provides supporting results for the new theory. LÄS MER

  3. 12. Essays on Social Comparison

    Författare :Fredrik W. Andersson; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Marginal degree of positionality; relative consumption; marginal propensity to consume; self-reported current happiness; self-reported expected future happiness; relative academic performance; comparison wage; permanent income consumers; current income consumers; rule of thumb consumers; aggregation bias; sick listing; social norms;

    Sammanfattning : Paper 1: By using hypothetical choice experiments, this paper presents evidence that individuals’ concern for relative consumption depends on their relative consumption. Individuals with consumption levels above society’s average consumption level tend to have, in general, lower concern for relative consumption. LÄS MER

  4. 13. Essays on Incomplete Information in Financial Markets

    Författare :Frederik Lundtofte; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomiska system; ekonomisk politik; Financial science; Finansiering; ekonomisk teori; economic policy; Nationalekonomi; ekonometri; Economics; econometrics; economic theory; factor pricing models; hedging demands; estimation risk; partial information; learning; economic systems;

    Sammanfattning : This thesis consists of three essays on incomplete information in financial markets, two of which are theoretical, and one that is mainly of an empirical nature. All three essays concern parameter uncertainty, and they employ a continuous-time framework. LÄS MER

  5. 14. Models of Cooperation, Learning and Catastrophic Risk

    Författare :Vilhelm Verendel; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Backward Induction; Bayesian analysis; Finitely Repeated Prisoners Dilemma; Cooperation; Fermi Paradox; Learning; Climate negotiations; Catastrophic risk;

    Sammanfattning : Our world presents us with dangers and opportunities. Some of these dangers and opportunities are easier to handle if two or more individuals learn to cooperate. This thesis contributes five papers about cooperation, learning and catastrophic risk. LÄS MER

  7. 15. Empirical studies of financial asset returns

    Författare :Sonnie Karlsson; Lunds universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; Riskaversion; Consumption; Capital investments; Multi-moment; Non-linear; International capital markets; Credit risk; Swap spread; Liquidity;

    Sammanfattning : This dissertation aims at understanding differences in rates of returns on financial assets, both in the cross-section and over time. It contains four chapters. The first paper is "Non-separable preferences and risk aversion: Results from the UK". LÄS MER