Prudence attitude and limited participation
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DOI: 10.1016/j.econmod.2021.105534
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Cited by:
- Sun, Yuzhe & Zhang, Shunming, 2023. "Heterogeneity of probability weighting in investment decisions," Economics Letters, Elsevier, vol. 228(C).
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More about this item
Keywords
Anticipated utility; Wang transform; Limited participation; Concave distortion; Prudence attitude;All these keywords.
JEL classification:
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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