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PROSPECT THEORY: A PARAMETRIC ANALYSIS OF FUNCTIONAL FORMS IN BRAZIL
This study aims to analyze risk preferences in Brazil based on prospect theory by estimating the risk aversion parameter of the expected utility theory (EUT) for a select sample, in addition to the value and probability function parameter, assuming various functional forms, and a newly proposed valu...
Gorde:
Argitaratua izan da: | RAE - Revista de Administração de Empresas |
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Egile Nagusiak: | , , , |
Formatua: | Artigo |
Hizkuntza: | Inglês |
Argitaratua: |
Fundação Getulio Vargas
2017
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Gaiak: | |
Sarrera elektronikoa: | https://www.redalyc.org/articulo.oa?id=155154581007 |
Etiketak: |
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