Further Analysis of the Markowitz Model of Utility with a Small Degree of Probability Distortion
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- David Alan Peel & David Law, 2016. "Loss Aversion and Ruinous Optimal Wagering in the Markowitz Model of Non-Expected Utility," Economics Bulletin, AccessEcon, vol. 36(2), pages 688-695.
- Peel, D.A., 2013. "Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets," Economics Letters, Elsevier, vol. 119(3), pages 264-267.
More about this item
KeywordsMARKOWITZ UTILITY FUNCTION; EXPO-VALUE UTILITY FUNCTION; PROBABILITY DISTORTION; GAMBLING;
- L83 - Industrial Organization - - Industry Studies: Services - - - Sports; Gambling; Restaurants; Recreation; Tourism
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