Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets
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- Charles-Cadogan, G., 2016. "Expected utility theory and inner and outer measures of loss aversion," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 10-20.
More about this item
KeywordsMarkowitz model; Heterogeneous agents; Multi-prize lottery tickets; Non-expected utility;
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
- C92 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Group Behavior
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
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