Technical Note—Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model
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- Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January.
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Keywordscasino gambling; cumulative prospect theory; path dependence; randomized strategies; quasi-convexity; optimal stopping;
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