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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...

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Gorde:
Xehetasun bibliografikoak
Argitaratua izan da:RAE - Revista de Administração de Empresas
Egile Nagusiak: ROBERT EUGENE LOBEL, MARCELO CABUS KLOTZLE, PAULO VITOR JORDÃO DA GAMA SILVA, ANTONIO CARLOS FIGUEIREDO PINTO
Formatua: Artigo
Hizkuntza:Inglês
Argitaratua: Fundação Getulio Vargas 2017
Gaiak:
Sarrera elektronikoa:https://www.redalyc.org/articulo.oa?id=155154581007
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